Predicting mortgage early delinquency with machine learning methods

DOI10.1016/j.ejor.2020.07.058zbMath1487.91145OpenAlexW3047459543MaRDI QIDQ2029349

Shunqin Chen, Xinlei Zhao, Zheng-Feng Guo

Publication date: 3 June 2021

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.07.058

zbMATH Keywords

neural networkensemble

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Credit risk (91G40)

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Uses Software

• Scikit
• XGBoost

Cites Work

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