Consumer credit-risk models via machine-learning algorithms
نویسندگان
چکیده
منابع مشابه
Consumer credit-risk models via machine-learning algorithms
We apply machine-learning techniques to construct nonlinear nonparametric forecasting models of consumer credit risk. By combining customer transactions and credit bureau data from January 2005 to April 2009 for a sample of a major commercial bank’s customers, we are able to construct out-of-sample forecasts that significantly improve the classification rates of credit-card-holder delinquencies...
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ژورنال
عنوان ژورنال: Journal of Banking & Finance
سال: 2010
ISSN: 0378-4266
DOI: 10.1016/j.jbankfin.2010.06.001