Credit risk classification: an integrated predictive accuracy algorithm using artificial and deep neural networks

DOI10.1007/S10479-021-04114-ZOpenAlexW3183082635MaRDI QIDQ6148810

Mohammad Mahbobi, Salman Kimiagari, Marriappan Vasudevan

Publication date: 8 February 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04114-z

zbMATH Keywords

credit riskfinancesupport vector machinesmachine learningartificial neural networkclassificationsdeep neural networksampling techniques

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Credit risk (91G40)

Related Items (1)

Data-driven decision model based on local two-stage weighted ensemble learning

Cites Work

• Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research
• Optimization of nearest neighbor classifiers via metaheuristic algorithms for credit risk assessment
• Modeling default risk with support vector machines
• An Experiment with the Edited Nearest-Neighbor Rule
• Nearest neighbor pattern classification
• A logical calculus of the ideas immanent in nervous activity
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