相关论文: Wide and Deep Learning for Peer-to-Peer Lending

Credit scoring is a rapidly expanding analytical technique used by banks and other financial institutions. Academic studies on credit scoring provide a range of classification techniques used to differentiate between good and bad borrowers.…

This study develops a deep learning-based approach to automate inbound load plan adjustments for a large transportation and logistics company. It addresses a critical challenge for the efficient and resilient planning of E-commerce…

This paper studies the problem of optimally allocating a cash injection into a financial system in distress. Given a one-period borrower-lender network in which all debts are due at the same time and have the same seniority, we address the…

As one of the main business models in the financial technology field, peer-to-peer (P2P) lending has disrupted traditional financial services by providing an online platform for lending money that has remarkably reduced financial costs.…

Recently, deep self-training approaches emerged as a powerful solution to the unsupervised domain adaptation. The self-training scheme involves iterative processing of target data; it generates target pseudo labels and retrains the network.…

Valuing corporate bonds in systemic economies is challenging due to intricate webs of inter-institutional exposures. When a bank defaults, cascading losses propagate through the network, with payments determined by a system of fixed-point…

With the success of big data and artificial intelligence in many fields, the applications of big data driven models are expected in financial risk management especially credit scoring and rating. Under the premise of data privacy…

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…

Achieving fast and stable off-policy learning in deep reinforcement learning (RL) is challenging. Most existing methods rely on semi-gradient temporal-difference (TD) methods for their simplicity and efficiency, but are consequently…

The need for controlling and effectively managing credit risk has led financial institutions to excel in improving techniques designed for this purpose, resulting in the development of various quantitative models by financial institutions…

Sparse events, such as malign attacks in real-time network traffic, have caused big organisations an immense hike in revenue loss. This is due to the excessive growth of the network and its exposure to a plethora of people. The standard…

Application security is an essential part of developing modern software, as lots of attacks depend on vulnerabilities in software. The number of attacks is increasing globally due to technological advancements. Companies must include…

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…

Training models on highly unbalanced data is admitted to be a challenging task for machine learning algorithms. Current studies on deep learning mainly focus on data sets with balanced class labels or unbalanced data, but with massive…

Due to its probabilistic nature, fault prognostics is a prime example of a use case for deep learning utilizing big data. However, the low availability of such data sets combined with the high effort of fitting, parameterizing and…

Algorithmic lending has transformed the consumer credit landscape, with complex machine learning models now commonly used to make or assist underwriting decisions. To comply with fair lending laws, these algorithms typically exclude legally…

This paper examines two different yet related questions related to explainable AI (XAI) practices. Machine learning (ML) is increasingly important in financial services, such as pre-approval, credit underwriting, investments, and various…

Missing value is a very common and unavoidable problem in sensors, and researchers have made numerous attempts for missing value imputation, particularly in deep learning models. However, for real sensor data, the specific data distribution…

Despite the tremendous advances achieved over the past years by deep learning techniques, the latest risk prediction models for industrial applications still rely on highly handtuned stage-wised statistical learning tools, such as gradient…

The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due to its accuracy and interpretability. As a recent trend,…