Machine Learning Analysis of Mortgage Credit Risk

Author(s):  
Sivakumar G. Pillai ◽  
Jennifer Woodbury ◽  
Nikhil Dikshit ◽  
Avery Leider ◽  
Charles C. Tappert
2021 ◽  
Vol 14 (3) ◽  
pp. 101016 ◽  
Author(s):  
Jim Abraham ◽  
Amy B. Heimberger ◽  
John Marshall ◽  
Elisabeth Heath ◽  
Joseph Drabick ◽  
...  

Author(s):  
Dhiraj J. Pangal ◽  
Guillaume Kugener ◽  
Shane Shahrestani ◽  
Frank Attenello ◽  
Gabriel Zada ◽  
...  

Risks ◽  
2021 ◽  
Vol 9 (6) ◽  
pp. 114
Author(s):  
Paritosh Navinchandra Jha ◽  
Marco Cucculelli

The paper introduces a novel approach to ensemble modeling as a weighted model average technique. The proposed idea is prudent, simple to understand, and easy to implement compared to the Bayesian and frequentist approach. The paper provides both theoretical and empirical contributions for assessing credit risk (probability of default) effectively in a new way by creating an ensemble model as a weighted linear combination of machine learning models. The idea can be generalized to any classification problems in other domains where ensemble-type modeling is a subject of interest and is not limited to an unbalanced dataset or credit risk assessment. The results suggest a better forecasting performance compared to the single best well-known machine learning of parametric, non-parametric, and other ensemble models. The scope of our approach can be extended to any further improvement in estimating weights differently that may be beneficial to enhance the performance of the model average as a future research direction.


2020 ◽  
pp. 1-12
Author(s):  
Cao Yanli

The research on the risk pricing of Internet finance online loans not only enriches the theory and methods of online loan pricing, but also helps to improve the level of online loan risk pricing. In order to improve the efficiency of Internet financial supervision, this article builds an Internet financial supervision system based on machine learning algorithms and improved neural network algorithms. Moreover, on the basis of factor analysis and discretization of loan data, this paper selects the relatively mature Logistic regression model to evaluate the credit risk of the borrower and considers the comprehensive management of credit risk and the matching with income. In addition, according to the relevant provisions of the New Basel Agreement on expected losses and economic capital, starting from the relevant factors, this article combines the credit risk assessment results to obtain relevant factors through regional research and conduct empirical analysis. The research results show that the model constructed in this paper has certain reliability.


Author(s):  
John J. Squiers ◽  
Jeffrey E. Thatcher ◽  
David Bastawros ◽  
Andrew J. Applewhite ◽  
Ronald D. Baxter ◽  
...  

Sign in / Sign up

Export Citation Format

Share Document