Ensemble Learning or Deep Learning? Application to Default Risk Analysis
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- Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe, 2018. "Ensemble Learning or Deep Learning? Application to Default Risk Analysis," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(1), pages 1-14, March.
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- repec:agr:journl:v:4(621):y:2019:i:4(621):p:75-84 is not listed on IDEAS
- Yuchen Zhang & Shigeyuki Hamori, 2020. "The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 13(3), pages 1-16, March.
- Gunnarsson, Björn Rafn & vanden Broucke, Seppe & Baesens, Bart & Óskarsdóttir, María & Lemahieu, Wilfried, 2021. "Deep learning for credit scoring: Do or don’t?," European Journal of Operational Research, Elsevier, vol. 295(1), pages 292-305.
- Martin Leo & Suneel Sharma & K. Maddulety, 2019. "Machine Learning in Banking Risk Management: A Literature Review," Risks, MDPI, Open Access Journal, vol. 7(1), pages 1-22, March.
- Shigeyuki Hamori & Takahiro Kume, 2018. "Artificial Intelligence And Economic Growth," International Association of Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 256-278, December.
- Selçuk BAYRACI & Orkun SUSUZ, 2019. "A Deep Neural Network (DNN) based classification model in application to loan default prediction," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(4(621), W), pages 75-84, Winter.
- Jung-sik Hong & Hyeongyu Yeo & Nam-Wook Cho & Taeuk Ahn, 2018. "Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(4), pages 1-13, October.
- Nikolaos Sariannidis & Stelios Papadakis & Alexandros Garefalakis & Christos Lemonakis & Tsioptsia Kyriaki-Argyro, 2020. "Default avoidance on credit card portfolios using accounting, demographical and exploratory factors: decision making based on machine learning (ML) techniques," Annals of Operations Research, Springer, vol. 294(1), pages 715-739, November.
- Shigeyuki Hamori, 2020. "Empirical Finance," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 13(1), pages 1-3, January.
More about this item
Keywordscredit risk; ensemble learning; deep learning; bagging; random forest; boosting; deep neural network.;
All these keywords.
- C - Mathematical and Quantitative Methods
- E - Macroeconomics and Monetary Economics
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G - Financial Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BIG-2018-01-29 (Big Data)
- NEP-CMP-2018-01-29 (Computational Economics)
- NEP-RMG-2018-01-29 (Risk Management)
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