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...
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Elsevier B.V.
2011
|
| Online Access: | http://hdl.handle.net/1721.1/66301 https://orcid.org/0000-0003-4909-4565 https://orcid.org/0000-0003-2944-7773 |