Credit scoring by incorporating dynamic networked information

DOI10.1016/j.ejor.2020.03.078zbMath1443.91314arXiv1905.11795OpenAlexW3015619437MaRDI QIDQ2189902

Boualem Djehiche, Yibei Li, Ximei Wang, Xiao-ming Hu

Publication date: 17 June 2020

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

Full work available at URL: https://arxiv.org/abs/1905.11795

zbMATH Keywords

Bayesian inferencemulti-agent systemsdecision processescredit scoringnetworked information

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

Related Items (3)

A class of categorization methods for credit scoring models ⋮ Predicting mortgage early delinquency with machine learning methods ⋮ Markov chain lumpability and applications to credit risk modelling in compliance with the International Financial Reporting Standard 9 framework

Cites Work

• Development and application of consumer credit scoring models using profit-based classification measures
• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
• Spatial dependence in credit risk and its improvement in credit scoring
• A coupled Markov chain approach to credit risk modeling
• Comprehensible credit scoring models using rule extraction from support vector machines
• Credit Scoring and Its Applications, Second Edition

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