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Consumer credit-risk models via machine-learning algorithms

Journal of Banking & Finance · 2010 · Vol. 34(11) · pp. 2767–2787
Financial Distress and Bankruptcy PredictionCredit Risk and Financial RegulationsBanking stability, regulation, efficiencyCredit cardDefaultMachine learningConstruct (python library)Credit riskComputer scienceSample (material)Artificial intelligenceEconometricsAlgorithm
Citations
704
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13.28
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References
43
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98%
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Cited by
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References
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Bankruptcy prediction for credit risk using neural networks: A survey and new results
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Credit scoring with a data mining approach based on support vector machines
Expert Systems with Applications · 2006 · 805 citations
An application of support vector machines in bankruptcy prediction model
Expert Systems with Applications · 2004 · 802 citations
Statistical Learning Theory
Technometrics · 1999 · 26,915 citations
Classification and regression trees
European Journal of Operational Research · 1985 · 10,158 citations
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