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The proposed model is aimed to reveal important patterns in the behavior of a simplified financial system. The patterns could be detected as regular cycles consisting of debt bubbles and crises. Financial cycles have a well defined…

The thin-file borrowers are customers for whom a creditworthiness assessment is uncertain due to their lack of credit history; many researchers have used borrowers' relationships and interactions networks in the form of graphs as an…

Helpful reviews have been essential for the success of e-commerce services, as they help customers make quick purchase decisions and benefit the merchants in their sales. While many reviews are informative, others provide little value and…

Banks utilize credit scoring as an important indicator of financial strength and eligibility for credit. Scoring models aim to assign statistical odds or probabilities for predicting if there is a risk of nonpayment in relation to many…

Matrix-variate data of high dimensions are frequently observed in finance and economics, spanning extended time periods, such as the long-term data on international trade flows among numerous countries. To address potential structural…

Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions,…

Does machine learning and AI ensure that social biases thrive ? This paper aims to analyse this issue. Indeed, as algorithms are informed by data, if these are corrupted, from a social bias perspective, good machine learning algorithms…

We present a continuous-time maximum likelihood estimation methodology for credit rating transition probabilities, taking into account the presence of censored data. We perform rolling estimates of the transition matrices with exponential…

Establishing a new business may involve Knowledge acquisition in various areas, from personal to business and marketing sources. This task is challenging as it requires examining various data islands to uncover hidden patterns and unknown…

Automatic credit scoring, which assesses the probability of default by loan applicants, plays a vital role in peer-to-peer lending platforms to reduce the risk of lenders. Although it has been demonstrated that dynamic selection techniques…

Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for…

This article aims to explore an empirical approach to analyze the macroeconomicsdeterminants of default of borrowers. For this purpose, we have measured the impact of the adverse economic conditions on the degradation of the credit…

We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and its liabilities.The capital reserves of a bank are the…

This paper takes a deep learning approach to understand consumer credit risk when e-commerce platforms issue unsecured credit to finance customers' purchase. The "NeuCredit" model can capture both serial dependences in multi-dimensional…

We live in a world where data generation is omnipresent. Innovations in computer hardware in the last few decades coupled with increasingly reliable connectivity among them have fueled this phenomenon. We are constantly creating and…

Scoring models support decision-making in financial institutions. Their estimation and evaluation are based on the data of previously accepted applicants with known repayment behavior. This creates sampling bias: the available labeled data…

Credit risk management within supply chains has emerged as a critical research area due to its significant implications for operational stability and financial sustainability. The intricate interdependencies among supply chain participants…

In this paper, we investigate the extent to which features derived from bank statements provided by loan applicants, and which are not declared on an application form, can enhance a credit scoring model for a New Zealand lending company.…

In finance, economics and many other fields, observations in a matrix form are often observed over time. For example, many economic indicators are obtained in different countries over time. Various financial characteristics of many…

Charts are used to measure relative success for a large variety of cultural items. Traditional music charts have been shown to follow self-organizing principles with regard to the distribution of item lifetimes, the on-chart residence…