Household financial health: a machine learning approach for data-driven diagnosis and prescription

DOI10.1080/14697688.2023.2254335MaRDI QIDQ6089402zbMATH OpenFDO

Authors Yongjae Lee

Publication date 14 December 2023

Published in Quantitative Finance (Search for Journal in Brave)

zbMATH Keywords

deep learningheterogeneityhousehold financerisk scoringfinancial health

Mathematics Subject Classification ID

Consumer behavior, demand theory (91B42) Actuarial science and mathematical finance (91G99)

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Cites work

• scientific article; zbMATH DE number 5797591 (Why is no real title available?)
• An Intertemporal Capital Asset Pricing Model
• An intertemporal asset pricing model with stochastic consumption and investment opportunities
• Asset Prices in an Exchange Economy
• Goal-based investing based on multi-stage robust portfolio optimization
• Identifying household finance heterogeneity via deep clustering
• On the distribution of points in a cube and the approximate evaluation of integrals
• Personalized goal-based investing via multi-stage stochastic goal programming
• Quasi-Monte Carlo Methods in Numerical Finance
• Reducing the Dimensionality of Data with Neural Networks
• Stacked denoising autoencoders: learning useful representations in a deep network with a local denoising criterion

Cited in

(1)

• Identifying household finance heterogeneity via deep clustering

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