Machine learning and credit risk: Empirical evidence from small- and mid-sized businesses

Author:

Bitetto AlessandroORCID,Cerchiello Paola,Filomeni StefanoORCID,Tanda Alessandra,Tarantino Barbara

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Economics and Econometrics,Geography, Planning and Development

Reference46 articles.

1. International convergence of capital measurement and capital standards: a revised framework;Bank for International Settlements,2006

2. Credit risk in European banks: The bright side of the internal ratings based approach;Cucinelli;J Bank Financ,2018

3. Commercial bank lending: process, credit scoring, and costs of errors in lending;Altman;J Financ Quant Anal,1980

4. Classification methods applied to credit scoring: Systematic review and overall comparison;Louzada;Surv Oper Res Manag Sci,2016

5. Are ratings the worst form of credit assessment except for all the others?;Blöchlinger;J Financ Quant Anal,2018

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2. ЗАСТОСУВАННЯ ЕКОНОМІКО-МАТЕМАТИЧНОГО МОДЕЛЮВАННЯ ДЛЯ ВИЯВЛЕННЯ ТА ЗАПОБІГАННЯ ШАХРАЙСТВУ У ФІНАНСОВІЙ ЗВІТНОСТІ;Financial and credit activity problems of theory and practice;2023-12-31

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