Default risk prediction and feature extraction using a penalized deep neural network
DOI10.1007/S11222-022-10140-ZzbMATH Open1496.62015OpenAlexW4296121634MaRDI QIDQ2080353FDOQ2080353
Authors: Nan Qiao, Wenli Zhang, Yang Li, Shuangge Ma, Cunjie Lin 
Publication date: 7 October 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-022-10140-z
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Computational methods for problems pertaining to statistics (62-08) Reliability and life testing (62N05) Applications of statistics to economics (62P20) Artificial neural networks and deep learning (68T07)
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Cited In (8)
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- Improving the predictive accuracy of the cross-selling of consumer loans using deep learning networks
- Financial system modeling using deep neural networks (DNNs) for effective risk assessment and prediction
- The value of text for small business default prediction: a deep learning approach
- Instance-based credit risk assessment for investment decisions in P2P lending
- Research on P2P credit risk prediction based on two-step subsampling algorithm
- Exploration of credit risk of P2P platform based on data mining technology
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