Credit risk analysis using boosting methods

DOI10.2478/JAMSI-2023-0001MaRDI QIDQ6115491zbMATH OpenOpenAlexFDO

Authors

Publication date 12 July 2023

Published in Journal of Applied Mathematics, Statistics and Informatics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.2478/jamsi-2023-0001

zbMATH Keywords

boostingCatBoostcredit riskLightGBMXGBoost

Mathematics Subject Classification ID

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

Recommendations

• Support vector machines based methodology for credit risk analysis
• Credit risk assessment using statistical and machine learning: Basic methodology and risk modeling applications
• Credit Risk Evaluation with Least Square Support Vector Machine
• Reliable quantification and efficient estimation of credit risk
• Credit Risk Modeling
• Credit risk assessment with Bayesian model averaging
• Credit risk optimization using factor models
• scientific article; zbMATH DE number 1475712
• Credit risk management using automatic machine learning

Cites work

• An introduction to statistical learning. With applications in R
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• Machine Learning Fundamentals

Cited in

(2)

• Establishing decision tree-based short-term default credit risk assessment models
• Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis

This page was built for publication: Credit risk analysis using boosting methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6115491)