Random survival forests models for SME credit risk measurement
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Publication:398807
DOI10.1007/S11009-008-9078-2zbMATH Open1293.62223OpenAlexW3124440722MaRDI QIDQ398807FDOQ398807
Authors: Dean Fantazzini, Silvia Figini 
Publication date: 15 August 2014
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-008-9078-2
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Censored data models (62N01) Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Cites Work
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Cited In (13)
- Discrete-time survival forests with Hellinger distance decision trees
- Bayesian credit ratings: a random forest alternative approach
- A note on random forest as the future credit scoring model
- Cost-Sensitive Extensions for Global Model Trees: Application in Loan Charge-Off Forecasting
- Predicting SME's default: are their websites informative?
- Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model
- Parametric and non-parametric combination model to enhance overall performance on default prediction
- Random effects logistic regression model for default prediction of technology credit guarantee fund
- Spline based survival model for credit risk modeling
- Forecasting SMEs' credit risk in supply chain finance with a sampling strategy based on machine learning techniques
- The development of a simple and intuitive rating system under Solvency II
- Credit default discrimination model based on double stratified sampling
- Advanced modeling default risk for innovative SMEs: based on the Lasso method
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