Neural network survival analysis for personal loan data

DOI10.1057/PALGRAVE.JORS.2601990MaRDI QIDQ5694075zbMATH OpenOpenAlexFDO

Authors

Publication date 29 September 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2601990

zbMATH Keywords

credit scoringneural networkssurvival analysis

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35)

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Cited in

(16)

• Predicting repayment of the credit card debt
• A competing risks analysis of the duration of federal target funds rates
• Default risk prediction and feature extraction using a penalized deep neural network
• Neural networks to predict survival from RNA-seq data in oncology
• Insolvency modeling with generalized entropy cost function in neural networks
• Personal credit default prediction model based on convolution neural network
• Establishing decision tree-based short-term default credit risk assessment models
• Large-Scale Loan Portfolio Selection
• Identifying future defaulters: a hierarchical Bayesian method
• Survival Analysis Methods for Personal Loan Data
• Mixture cure models in credit scoring: if and when borrowers default
• Design of adaptive Elman networks for credit risk assessment
• A new mixture cure model under competing risks to score online consumer loans
• Ensembles of Classifiers in Arrears Management
• The profitability of online loans: a competing risks analysis on default and prepayment
• Machine Learning vs. Survival Analysis Models: a study on right censored heart failure data

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