Default risk prediction and feature extraction using a penalized deep neural network
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Cites work
- scientific article; zbMATH DE number 6378127 (Why is no real title available?)
- A Relabeling Approach to Handling the Class Imbalance Problem for Logistic Regression
- A class of discrete transformation survival models with application to default probability prediction
- A forward and backward stagewise algorithm for nonconvex loss functions with adaptive Lasso
- A logistic regression model for consumer default risk
- Definitions, methods, and applications in interpretable machine learning
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions
- Machine learning: Trends, perspectives, and prospects
- Neural network survival analysis for personal loan data
- On the Weibull-Gamma frailty model, its infinite moments, and its connection to generalized log-logistic, logistic, Cauchy, and extreme-value distributions
- Survival Analysis Methods for Personal Loan Data
- The Robust Inference for the Cox Proportional Hazards Model
- Variable selection in the accelerated failure time model via the bridge method
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- The value of text for small business default prediction: a deep learning approach
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- Exploration of credit risk of P2P platform based on data mining technology
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