相关论文: Bank Loan Prediction Using Machine Learning Techni…

Significant digitalization of financial services in a short period of time has led to an urgent demand to have autonomous, transparent and real-time credit risk decision making systems. The traditional machine learning models are effective…

Machine learning models are increasingly being used in important decision-making software such as approving bank loans, recommending criminal sentencing, hiring employees, and so on. It is important to ensure the fairness of these models so…

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

In recent years, machine learning algorithms have become ubiquitous in a multitude of high-stakes decision-making applications. The unparalleled ability of machine learning algorithms to learn patterns from data also enables them to…

Machine learning models are increasingly used to automate decisions that affect humans - deciding who should receive a loan, a job interview, or a social service. In such applications, a person should have the ability to change the decision…

Business statistics play a crucial role in implementing a data-driven strategic plan at the enterprise level to employ various analytics where the outcomes of such a plan enable an enterprise to enhance the decision-making process or to…

Credit scoring models support loan approval decisions in the financial services industry. Lenders train these models on data from previously granted credit applications, where the borrowers' repayment behavior has been observed. This…

Disparities in lending to minority applicants persist even as algorithmic lending finds widespread adoption. We study the role of risk-management constraints, specifically Value-at-Risk ($\VaR$) and Expected Shortfall (ES), in inducing…

Anti-money laundering (AML) actions and measurements are among the priorities of financial institutions, for which machine learning (ML) has shown to have a high potential. In this paper, we propose a comprehensive and systematic approach…

We develop a deep learning model of multi-period mortgage risk and use it to analyze an unprecedented dataset of origination and monthly performance records for over 120 million mortgages originated across the US between 1995 and 2014. Our…

This paper studies the consequences of capturing non-linear dependence among the covariates that drive the default of different obligors and the overall riskiness of their credit portfolio. Joint default modeling is, without loss of…

Recently, we have been witnessing an increasing use of machine learning methods in self-adaptive systems. Machine learning methods offer a variety of use cases for supporting self-adaptation, e.g., to keep runtime models up to date, reduce…

The literature on using yield curves to forecast recessions customarily uses 10-year--three-month Treasury yield spread without verification on the pair selection. This study investigates whether the predictive ability of spread can be…

The paper is aware of the importance of certain figures that are essential to an understanding of Credit Scoring models in credit acceptance process optimization, namely if the power of discrimination measured by Gini value is increased by…

Predicting default is essential for banks to ensure profitability and financial stability. While modern machine learning methods often outperform traditional regression techniques, their lack of transparency limits their use in regulated…

Understanding and predicting highway lane-change maneuvers is essential for driving modeling and its automation. The development of data-based lane-changing decision-making algorithms is nowadays in full expansion. We compare empirically in…

The aim of this project is to develop and test advanced analytical methods to improve the prediction accuracy of Credit Risk Models, preserving at the same time the model interpretability. In particular, the project focuses on applying an…

Predicting crime using machine learning and deep learning techniques has gained considerable attention from researchers in recent years, focusing on identifying patterns and trends in crime occurrences. This review paper examines over 150…

E-commerce web applications are almost ubiquitous in our day to day life, however as useful as they are, most of them have little to no adaptation to user needs, which in turn can cause both lower conversion rates as well as unsatisfied…

Learning curves are a concept from social sciences that has been adopted in the context of machine learning to assess the performance of a learning algorithm with respect to a certain resource, e.g., the number of training examples or the…