The value of text for small business default prediction: A Deep Learning approach

Citations

Cited by:

1. Koen W. de Bock & Kristof Coussement & Arno De Caigny & Roman Slowiński & Bart Baesens & Robert N Boute & Tsan-Ming Choi & Dursun Delen & Mathias Kraus & Stefan Lessmann & Sebastián Maldonado & David , 2023. "Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda," Post-Print hal-04219546, HAL.
2. Hanhan Xue & James Du & Anthony D. Pizzo & Bradley J. Baker & Thomas E. Henry & Grace Yan & Nicholas M. Watanabe, 2024. "The dynamics of esports crowdfunding campaign success: a social exchange perspective," International Entrepreneurship and Management Journal, Springer, vol. 20(2), pages 549-573, June.
3. Kriebel, Johannes & Stitz, Lennart, 2022. "Credit default prediction from user-generated text in peer-to-peer lending using deep learning," European Journal of Operational Research, Elsevier, vol. 302(1), pages 309-323.
4. Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2022. "A data-driven explainable case-based reasoning approach for financial risk detection," Quantitative Finance, Taylor & Francis Journals, vol. 22(12), pages 2257-2274, December.
   • Wei Li & Florentina Paraschiv & Georgios Sermpinis, 2021. "A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection," Papers 2107.08808, arXiv.org.
   • Li, Wei & Paraschiv, Florentina & Sermpinis, Georgios, 2021. "A data-driven explainable case-based reasoning approach for financial risk detection," IRTG 1792 Discussion Papers 2021-010, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
5. Christopher Gerling & Stefan Lessmann, 2023. "Multimodal Document Analytics for Banking Process Automation," Papers 2307.11845, arXiv.org, revised Nov 2023.
6. Lisa Crosato & Caterina Liberati & Marco Repetto, 2021. "Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default," Papers 2108.13914, arXiv.org, revised Sep 2021.
7. Korangi, Kamesh & Mues, Christophe & Bravo, Cristián, 2023. "A transformer-based model for default prediction in mid-cap corporate markets," European Journal of Operational Research, Elsevier, vol. 308(1), pages 306-320.
8. Qin, Jindong & Li, Minxuan & Wang, Xiaojun & Pedrycz, Witold, 2024. "Collaborative emergency decision-making: A framework for deep learning with social media data," International Journal of Production Economics, Elsevier, vol. 267(C).
9. Goldmann, Leonie & Crook, Jonathan & Calabrese, Raffaella, 2024. "A new ordinal mixed-data sampling model with an application to corporate credit rating levels," European Journal of Operational Research, Elsevier, vol. 314(3), pages 1111-1126.
10. Alfonso-Sánchez, Sherly & Solano, Jesús & Correa-Bahnsen, Alejandro & Sendova, Kristina P. & Bravo, Cristián, 2024. "Optimizing credit limit adjustments under adversarial goals using reinforcement learning," European Journal of Operational Research, Elsevier, vol. 315(2), pages 802-817.
11. Zihao Guo & Hanqing Jin & Jiaqi Kuang & Zhongmin Qian & Jinghan Wang, 2025. "Signature Decomposition Method Applying to Pair Trading," Papers 2505.05332, arXiv.org.
12. Goodell, John W. & Ben Jabeur, Sami & Saâdaoui, Foued & Nasir, Muhammad Ali, 2023. "Explainable artificial intelligence modeling to forecast bitcoin prices," International Review of Financial Analysis, Elsevier, vol. 88(C).
13. Kamesh Korangi & Christophe Mues & Cristi'an Bravo, 2021. "A transformer-based model for default prediction in mid-cap corporate markets," Papers 2111.09902, arXiv.org, revised Apr 2023.
14. Das, Ronnie & Ahmed, Wasim & Sharma, Kshitij & Hardey, Mariann & Dwivedi, Yogesh K. & Zhang, Ziqi & Apostolidis, Chrysostomos & Filieri, Raffaele, 2024. "Towards the development of an explainable e-commerce fake review index: An attribute analytics approach," European Journal of Operational Research, Elsevier, vol. 317(2), pages 382-400.
15. Felix Drinkall & Janet B. Pierrehumbert & Stefan Zohren, 2024. "Forecasting Credit Ratings: A Case Study where Traditional Methods Outperform Generative LLMs," Papers 2407.17624, arXiv.org, revised Jan 2025.
16. Apostolos G. Katsafados & Dimitris Anastasiou, 2024. "Short-term prediction of bank deposit flows: do textual features matter?," Annals of Operations Research, Springer, vol. 338(2), pages 947-972, July.
    • Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
17. Shi, Yong & Qu, Yi & Chen, Zhensong & Mi, Yunlong & Wang, Yunong, 2024. "Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation," European Journal of Operational Research, Elsevier, vol. 315(2), pages 786-801.
18. Borchert, Philipp & Coussement, Kristof & De Weerdt, Jochen & De Caigny, Arno, 2024. "Industry-sensitive language modeling for business," European Journal of Operational Research, Elsevier, vol. 315(2), pages 691-702.
19. Mahsa Tavakoli & Rohitash Chandra & Fengrui Tian & Cristi'an Bravo, 2023. "Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams," Papers 2304.10740, arXiv.org, revised Nov 2024.
20. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.
    • Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2021. "Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach," MPRA Paper 108272, University Library of Munich, Germany.
21. De Bock, Koen W. & Coussement, Kristof & Caigny, Arno De & Słowiński, Roman & Baesens, Bart & Boute, Robert N. & Choi, Tsan-Ming & Delen, Dursun & Kraus, Mathias & Lessmann, Stefan & Maldonado, Sebast, 2024. "Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda," European Journal of Operational Research, Elsevier, vol. 317(2), pages 249-272.
22. Vairetti, Carla & Aránguiz, Ignacio & Maldonado, Sebastián & Karmy, Juan Pablo & Leal, Alonso, 2024. "Analytics-driven complaint prioritisation via deep learning and multicriteria decision-making," European Journal of Operational Research, Elsevier, vol. 312(3), pages 1108-1118.
23. Mario Sanz-Guerrero & Javier Arroyo, 2024. "Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending," Papers 2401.16458, arXiv.org, revised Mar 2025.
24. Georgios Chortareas & Apostolos G. Katsafados & Theodore Pelagidis & Chara Prassa, 2025. "Credit risk modelling within the euro area in the COVID‐19 period: Evidence from an ICAS framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1074-1105, April.
25. Janssens, Bram & Schetgen, Lisa & Bogaert, Matthias & Meire, Matthijs & Van den Poel, Dirk, 2024. "360 Degrees rumor detection: When explanations got some explaining to do," European Journal of Operational Research, Elsevier, vol. 317(2), pages 366-381.
26. Maarouf, Abdurahman & Feuerriegel, Stefan & Pröllochs, Nicolas, 2025. "A fused large language model for predicting startup success," European Journal of Operational Research, Elsevier, vol. 322(1), pages 198-214.