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In many countries financial service providers have to elicit their customers risk preferences, when offering products and services. For instance, in the Netherlands pension funds will be legally obliged to factor in their clients risk…

Computational Engineering, Finance, and Science · Computer Science 2023-11-08 Onaopepo Adekunle , Arno Riedl , Michel Dumontier

Machine learning (ML) is playing an increasingly important role in rendering decisions that affect a broad range of groups in society. ML models inform decisions in criminal justice, the extension of credit in banking, and the hiring…

Machine Learning · Computer Science 2022-07-14 Damien Dablain , Bartosz Krawczyk , Nitesh Chawla

Effective credit risk management is fundamental to financial decision-making, requiring robust models to predict default probabilities and classify financial entities. Traditional machine learning approaches face significant challenges when…

Machine Learning · Computer Science 2026-03-31 Haibo Wang , Jun Huang , Lutfu S. Sua , Figen Balo , Burak Dolar

Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…

Econometrics · Economics 2017-10-25 Pedro G. Fonseca , Hugo D. Lopes

Predicting invoice payment is valuable in multiple industries and supports decision-making processes in most financial workflows. However, the challenge in this realm involves dealing with complex data and the lack of data related to…

The application of machine learning to support the processing of large datasets holds promise in many industries, including financial services. However, practical issues for the full adoption of machine learning remain with the focus being…

Machine Learning · Computer Science 2021-05-14 Ismini Psychoula , Andreas Gutmann , Pradip Mainali , S. H. Lee , Paul Dunphy , Fabien A. P. Petitcolas

Settings such as lending and policing can be modeled by a centralized agent allocating a resource (loans or police officers) amongst several groups, in order to maximize some objective (loans given that are repaid or criminals that are…

Machine Learning · Computer Science 2018-11-16 Hadi Elzayn , Shahin Jabbari , Christopher Jung , Michael Kearns , Seth Neel , Aaron Roth , Zachary Schutzman

This paper explores advancements in Artificial Intelligence technologies to enhance classroom learning, highlighting contributions from companies like IBM, Microsoft, Google, and ChatGPT, as well as the potential of brain signal analysis.…

Computers and Society · Computer Science 2025-03-11 Shadeeb Hossain

Machine-learning models are becoming increasingly prevalent in our lives, for instance assisting in image-classification or decision-making tasks. Consequently, the reliability of these models is of critical importance and has resulted in…

Machine Learning · Computer Science 2022-06-14 Maria Christakis , Hasan Ferit Eniser , Jörg Hoffmann , Adish Singla , Valentin Wüstholz

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

This paper proposes a two-stage scoring approach to help lenders decide their fund allocations in the peer-to-peer (P2P) lending market. The existing scoring approaches focus on only either probability of default (PD) prediction, known as…

Machine Learning · Computer Science 2018-10-10 Kaveh Bastani , Elham Asgari , Hamed Namavari

Banks and financial institutions all over the world manage portfolios containing tens of thousands of customers. Not all customers are high credit-worthy, and many possess varying degrees of risk to the Bank or financial institutions that…

Applications · Statistics 2021-09-17 Dominic Joseph

Bank credit risk is a significant challenge in modern financial transactions, and the ability to identify qualified credit card holders among a large number of applicants is crucial for the profitability of a bank'sbank's credit card…

Machine Learning · Computer Science 2024-11-14 Chang Yu , Yixin Jin , Qianwen Xing , Ye Zhang , Shaobo Guo , Shuchen Meng

The credit spread is a key indicator in bond investments, offering valuable insights for fixed-income investors to devise effective trading strategies. This study proposes a novel credit spread forecasting model leveraging ensemble learning…

Numerical Analysis · Mathematics 2024-12-16 Yu Shao , Jiawen Bai , Yingze Hou , Xia'an Zhou , Zhanhao Pan

In this paper, we performs a credit risk analysis, on the data of past loan applicants of a company named Lending Club. The calculation required the use of exploratory data analysis and machine learning classification algorithms, namely,…

Risk Management · Quantitative Finance 2022-10-12 Aadi Gupta , Priya Gulati , Siddhartha P. Chakrabarty

Microfinance, despite its significant potential for poverty reduction, is facing sustainability hardships due to high default rates. Although many methods in regular finance can estimate credit scores and default probabilities, these…

General Finance · Quantitative Finance 2022-12-13 Christian Kurniawan , Xiyu Deng , Adhiraj Chakraborty , Assane Gueye , Niangjun Chen , Yorie Nakahira

Lean processes focus on doing only necessery things in an efficient way. Artificial intelligence and Machine Learning offer new opportunities to optimizing processes. The presented approach demonstrates an improvement of the test process by…

Software Engineering · Computer Science 2019-06-10 Alexander Poth , Quirin Beck , Andreas Riel

Employee's knowledge is an organization asset. Turnover may impose apparent and hidden costs and irreparable damages. To overcome and mitigate this risk, employee's condition should be monitored. Due to high complexity of analyzing…

Machine Learning · Computer Science 2024-02-07 Mahyar Karimi , Kamyar Seyedkazem Viliyani

This paper presents an out-of-sample prediction comparison between major machine learning models and the structural econometric model. Over the past decade, machine learning has established itself as a powerful tool in many prediction…

Econometrics · Economics 2018-03-20 Tzai-Shuen Chen

In this essay, we have comprehensively evaluated the feasibility and suitability of adopting the Machine Learning Models on the forecast of corporation fundamentals (i.e. the earnings), where the prediction results of our method have been…

Statistical Finance · Quantitative Finance 2020-05-29 Xinyue Cui , Zhaoyu Xu , Yue Zhou