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A neural network approach for credit risk evaluation

Citations

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Cited by:

  1. Asrin Karimi, 2014. "Credit Risk Modeling for Commercial Banks," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(3), pages 187-192, July.
  2. Asrin Karimi, 2014. "Evaluation of the Credit Risk with Statistical analysis," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(3), pages 206-211, July.
  3. Danny Hermawan & Cicilia Anggadewi Harun & Wicaksono Aryo Pradipto & Yulian Zifar Ayustira & Alvin Andhika Zulen & Amin Endah Sulistiawati & Ade Dwi Aryani & Sintia Aurida, 2024. "Bank Behavior In Determining Supply Of Credit In Indonesia," Working Papers WP/11/2024, Bank Indonesia.
  4. Dominique Guegan & Peter Martey Addo & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Post-Print halshs-01835164, HAL.
  5. Shigeyuki Hamori & Takahiro Kume, 2018. "Artificial Intelligence And Economic Growth," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 256-278, December.
  6. Mahfuzur Rahman & Cheong Li Sa & Md. Abdul Kaium Masud, 2021. "Predicting Firms’ Financial Distress: An Empirical Analysis Using the F-Score Model," JRFM, MDPI, vol. 14(5), pages 1-16, May.
  7. Pedro Guerra & Mauro Castelli, 2021. "Machine Learning Applied to Banking Supervision a Literature Review," Risks, MDPI, vol. 9(7), pages 1-24, July.
  8. Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe, 2018. "Ensemble Learning or Deep Learning? Application to Default Risk Analysis," JRFM, MDPI, vol. 11(1), pages 1-14, March.
  9. Nadia Ayed & Khemaies Bougatef, 2024. "Performance Assessment of Logistic Regression (LR), Artificial Neural Network (ANN), Fuzzy Inference System (FIS) and Adaptive Neuro-Fuzzy System (ANFIS) in Predicting Default Probability: The Case of a Tunisian Islamic Bank," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1803-1835, September.
  10. Francesco Ciampi & Alessandro Giannozzi & Giacomo Marzi & Edward I. Altman, 2021. "Rethinking SME default prediction: a systematic literature review and future perspectives," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(3), pages 2141-2188, March.
  11. Brad S. Trinkle & Amelia A. Baldwin, 2016. "Research Opportunities for Neural Networks: The Case for Credit," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(3), pages 240-254, July.
  12. Christis Katsouris, 2023. "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers 2308.16192, arXiv.org.
  13. Giacomo di Tollo & Joseph Andria & Gianni Filograsso, 2023. "The Predictive Power of Social Media Sentiment: Evidence from Cryptocurrencies and Stock Markets Using NLP and Stochastic ANNs," Mathematics, MDPI, vol. 11(16), pages 1-18, August.
  14. León, Carlos & Barucca, Paolo & Acero, Oscar & Gage, Gerardo & Ortega, Fabio, 2020. "Pattern recognition of financial institutions’ payment behavior," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 1(1).
  15. Li, Jing-Ping & Mirza, Nawazish & Rahat, Birjees & Xiong, Deping, 2020. "Machine learning and credit ratings prediction in the age of fourth industrial revolution," Technological Forecasting and Social Change, Elsevier, vol. 161(C).
  16. Giudici, Paolo & Gramegna, Alex & Raffinetti, Emanuela, 2023. "Machine Learning Classification Model Comparison," Socio-Economic Planning Sciences, Elsevier, vol. 87(PB).
  17. J. Lara‐Rubio & A. Blanco‐Oliver & R. Pino‐Mejías, 2017. "Promoting Entrepreneurship at the Base of the Social Pyramid via Pricing Systems: A case Study," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(1), pages 12-28, January.
  18. Marco Locurcio & Francesco Tajani & Pierluigi Morano & Debora Anelli & Benedetto Manganelli, 2021. "Credit Risk Management of Property Investments through Multi-Criteria Indicators," Risks, MDPI, vol. 9(6), pages 1-23, June.
  19. Aleksandra Wójcicka, 2017. "Neural Networks in Credit Risk Classification of Companies in the Construction Sector," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 2(2), pages 63-77, December.
  20. Carmen Gallucci & Rosalia Santullli & Michele Modina & Vincenzo Formisano, 2023. "Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(3), pages 873-892, September.
  21. Naman Krishna Pande & Arun Kumar & Arvind Kumar Gupta, 2025. "Forecasting Stock Indices: Stochastic and Artificial Neural Network Models," Computational Economics, Springer;Society for Computational Economics, vol. 65(4), pages 1937-1969, April.
  22. Javed Iqbal & Furrukh Bashir & Rashid Ahmad & Hina Arshad, 2022. "Predicting Bankruptcy through Neural Network:Case of PSX Listed Companies," iRASD Journal of Management, International Research Alliance for Sustainable Development (iRASD), vol. 4(2), pages 299-315, june.
  23. Golbayani, Parisa & Florescu, Ionuţ & Chatterjee, Rupak, 2020. "A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  24. Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Risks, MDPI, vol. 6(2), pages 1-20, April.
  25. Akkoç, Soner, 2012. "An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data," European Journal of Operational Research, Elsevier, vol. 222(1), pages 168-178.
  26. Alina Mihaela Dima & Simona Vasilache, 2016. "Credit Risk modeling for Companies Default Prediction using Neural Networks," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 127-143, September.
  27. Ting Sun & Miklos A. Vasarhelyi, 2018. "Predicting credit card delinquencies: An application of deep neural networks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 25(4), pages 174-189, October.
  28. Huaming Du & Cancan Feng & Yuqian Lei & Chenyang Zhang & Guisong Liu & Gang Kou & Carl Yang & Yu Zhao, 2022. "A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data and LLMs Perspective," Papers 2211.14997, arXiv.org, revised Mar 2026.
  29. Liébana-Cabanillas, F. & Lara-Rubio, J., 2017. "Predictive and explanatory modeling regarding adoption of mobile payment systems," Technological Forecasting and Social Change, Elsevier, vol. 120(C), pages 32-40.
  30. Piasecki Krzysztof & Wójcicka-Wójtowicz Aleksandra, 2017. "Capacity of Neural Networks and Discriminant Analysis in Classifying Potential Debtors," Folia Oeconomica Stetinensia, Sciendo, vol. 17(2), pages 129-143, December.
  31. Nicola Camatti & Giacomo Tollo & Gianni Filograsso & Sara Ghilardi, 2024. "Predicting Airbnb pricing: a comparative analysis of artificial intelligence and traditional approaches," Computational Management Science, Springer, vol. 21(1), pages 1-25, June.
  32. Carlos León & Fabio Ortega, 2018. "Nowcasting Economic Activity with Electronic Payments Data: A Predictive Modeling Approach," Revista de Economía del Rosario, Universidad del Rosario, vol. 21(2), pages 381-407.
  33. Nikita Moiseev & Aleksander Sorokin & Natalya Zvezdina & Alexey Mikhaylov & Lyubov Khomyakova & Mir Sayed Shah Danish, 2021. "Credit Risk Theoretical Model on the Base of DCC-GARCH in Time-Varying Parameters Framework," Mathematics, MDPI, vol. 9(19), pages 1-12, September.
  34. Aditya Saxena & Dr Parizad Dungore, 2024. "Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach," Papers 2407.12044, arXiv.org.
  35. Marianna Lyra, 2010. "Heuristic Strategies in Finance – An Overview," Working Papers 045, COMISEF.
  36. Braham, Rihem & de Peretti, Christian & Belkacem, Lotfi, 2023. "Political patronage and banks’ leverage in the Middle Eastern and North African region: A new neural panel regression analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 298-306.
  37. Iryna Yanenkova & Yuliia Nehoda & Svetlana Drobyazko & Andrii Zavhorodnii & Lyudmyla Berezovska, 2021. "Modeling of Bank Credit Risk Management Using the Cost Risk Model," JRFM, MDPI, vol. 14(5), pages 1-15, May.
  38. Carlos León & José Fernando Moreno & Jorge Cely, 2016. "Whose Balance Sheet is this? Neural Networks for Banks’ Pattern Recognition," Borradores de Economia 959, Banco de la Republica de Colombia.
  39. Ciulla, G. & D'Amico, A. & Lo Brano, V. & Traverso, M., 2019. "Application of optimized artificial intelligence algorithm to evaluate the heating energy demand of non-residential buildings at European level," Energy, Elsevier, vol. 176(C), pages 380-391.
  40. Parisa Golbayani & Ionuc{t} Florescu & Rupak Chatterjee, 2020. "A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees," Papers 2007.06617, arXiv.org.
  41. Jakub Horak & Tomas Krulicky & Zuzana Rowland & Veronika Machova, 2020. "Creating a Comprehensive Method for the Evaluation of a Company," Sustainability, MDPI, vol. 12(21), pages 1-23, November.
  42. Ali Asgary & Ali Sadeghi Naini, 2011. "Modelling The Adaptation Of Business Continuity Planning By Businesses Using Neural Networks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 18(2-3), pages 89-104, April.
  43. Monzur Hossain & Naoyuki Yoshino & Kenmei Tsubota, 2023. "Sustainable Financing Strategies for the SMEs: Two Alternative Models," Sustainability, MDPI, vol. 15(11), pages 1-16, May.
  44. Parisa Golbayani & Dan Wang & Ionut Florescu, 2020. "Application of Deep Neural Networks to assess corporate Credit Rating," Papers 2003.02334, arXiv.org.
  45. Rasa Kanapickienė & Tomas Kanapickas & Audrius Nečiūnas, 2023. "Bankruptcy Prediction for Micro and Small Enterprises Using Financial, Non-Financial, Business Sector and Macroeconomic Variables: The Case of the Lithuanian Construction Sector," Risks, MDPI, vol. 11(5), pages 1-33, May.
  46. Dominique Guegan & Peter Martey Addo & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01835164, HAL.
  47. Giacomo Tollo & Joseph Andria & Stoyan Tanev & Sara Ghilardi, 2024. "Integrating the gender dimension to disclose the degree of businesses’ articulation of innovation," Journal of Computational Social Science, Springer, vol. 7(1), pages 87-123, April.
  48. Anjali Chopra & Priyanka Bhilare, 2018. "Application of Ensemble Models in Credit Scoring Models," Business Perspectives and Research, , vol. 6(2), pages 129-141, July.
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