Credit default prediction from user-generated text in peer-to-peer lending using deep learning

DOI10.1016/j.ejor.2021.12.024OpenAlexW4200176036MaRDI QIDQ2140350

Lennart Stitz, Johannes Kriebel

Publication date: 20 May 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2021.12.024

zbMATH Keywords

credit risktextual dataOR in bankingdeep learningpeer-to-peer lending

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial applications of other theories (91G80) Credit risk (91G40)

Related Items (3)

Analytics-driven complaint prioritisation via deep learning and multicriteria decision-making ⋮ Machine learning in bank merger prediction: a text-based approach ⋮ Operational research and artificial intelligence methods in banking

Uses Software

• GloVe
• SQuAD
• GLUE
• BERT
• RoBERTa

Cites Work

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