Consumer Credit-Risk Models Via Machine-Learning Algorithms
We apply machine-learning techniques to construct nonlinear nonparametric forecasting models of consumer credit risk. By combining customer transactions and credit bureau data from January 2005 to April 2009 for a sample of a major commercial bank’s customers, we are able to construct out-of-sample...
| मुख्य लेखकों: | , , |
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| अन्य लेखक: | |
| स्वरूप: | लेख |
| भाषा: | en_US |
| प्रकाशित: |
Elsevier B.V.
2011
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| ऑनलाइन पहुंच: | http://hdl.handle.net/1721.1/66301 https://orcid.org/0000-0003-4909-4565 https://orcid.org/0000-0003-2944-7773 |