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Modern Approaches in Credit Risk Modeling: A Literature Review Cover

References

  1. Capotorti, A., &amp; Barbanera, E. (2012). Credit scoring analysis using a fuzzy probabilistic rough set model. <em>Computational Statistics &amp; Data Analysis</em>, <em>56</em>(4), 981-994.
  2. Chen, N., Ribeiro, B., &amp; Chen, A. (2016). Financial credit risk assessment: a recent review. <em>Artificial Intelligence Review</em>, <em>45</em>(1), 1-23.
  3. Li, Z., Tian, Y., Li, K., Zhou, F., &amp; Yang, W. (2017). Reject inference in credit scoring using semi-supervised support vector machines. Expert Systems with Applications, 74, 105-114.
  4. Shi, S., Tse, R., Luo, W., D’Addona, S., &amp; Pau, G. (2022). Machine learning-driven credit risk: a systemic review. <em>Neural Computing and Applications</em>, <em>34</em>(17), 14327-14339.
  5. Uddin, M. S., Chi, G., Al Janabi, M. A., &amp; Habib, T. (2022). Leveraging random forest in micro‐ enterprises credit risk modelling for accuracy and interpretability. <em>International Journal of Finance &amp; Economics</em>, <em>27</em>(3), 3713-3729.
  6. Wang, Y., Zhang, Y., Lu, Y., &amp; Yu, X. (2020). A Comparative Assessment of Credit Risk Model Based on Machine Learning – a case study of bank loan data. <em>Procedia Computer Science</em>, <em>174</em>, 141-149.
  7. Zamore, S., Ohene Djan, K., Alon, I., &amp; Hobdari, B. (2018). Credit risk research: Review and agenda. <em>Emerging Markets Finance and Trade</em>, <em>54</em>(4), 811-835.
  8. Zekic-Susac, M., Sarlija, N., &amp; Bensic, M. (2004, June). Small business credit scoring: a comparison of logistic regression, neural network, and decision tree models. In <em>26</em><sup>th</sup> <em>International Conference on Information Technology Interfaces, 2004.</em> (pp. 265-270). IEEE.
Language: English
Page range: 1617 - 1627
Published on: Jul 14, 2023
Published by: The Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 times per year

© 2023 Luana Cristina Rogojan, Andreea Elena Croicu, Laura Andreea Iancu, published by The Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution 4.0 License.