Credit Risk Analysis Applying Logistic Regression, Neural Networks and Genetic Algorithms Models

International Journal of Advanced Engineering Research and Science ◽

10.22161/ijaers.89.20 ◽

2021 ◽

Vol 8 (9) ◽

pp. 198-209

Author(s):

Eric Bacconi Gonçalves ◽

Maria Aparecida Gouvêa

Keyword(s):

Neural Networks ◽

Genetic Algorithms ◽

Logistic Regression ◽

Risk Analysis ◽

Credit Risk ◽

Credit Risk Analysis

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CREDIT RISK ANALYSIS USING MACHINE LEARNING AND NEURAL NETWORKS

10.37099/mtu.dc.etdr/856 ◽

2019 ◽

Author(s):

Dhruv Dhanesh Thanawala

Keyword(s):

Machine Learning ◽

Neural Networks ◽

Risk Analysis ◽

Credit Risk ◽

Credit Risk Analysis

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Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning ◽

10.1142/9789811202391_0126 ◽

2020 ◽

pp. 4313-4348

Author(s):

Cheng Few Lee ◽

Hai-Chin Yu

Keyword(s):

Factor Analysis ◽

Logistic Regression ◽

Discriminant Analysis ◽

Risk Analysis ◽

Credit Risk ◽

Merton Model ◽

Credit Risk Analysis

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Non-parametric methods for credit risk analysis: Neural networks and recursive partitioning techniques

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.006 ◽

2010 ◽

pp. 137-153

Author(s):

Maurice Peat

Keyword(s):

Neural Networks ◽

Risk Analysis ◽

Credit Risk ◽

Recursive Partitioning ◽

Parametric Methods ◽

Credit Risk Analysis ◽

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Case-based reasoning combined with neural networks for credit risk analysis

2015 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2015.7280738 ◽

2015 ◽

Author(s):

Cesar Silva ◽

Germano Vasconcelos ◽

Hadautho Barros ◽

Gabriel Franca

Keyword(s):

Neural Networks ◽

Risk Analysis ◽

Credit Risk ◽

Case Based Reasoning ◽

Credit Risk Analysis ◽

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Generalized Affine Model for Credit Risk Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.2148764 ◽

2003 ◽

Author(s):

Adela Baho ◽

Sacha Bernasconi

Keyword(s):

Risk Analysis ◽

Credit Risk ◽

Affine Model ◽

Credit Risk Analysis

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Credit risk analysis using Hidden Markov Model

2008 23rd International Symposium on Computer and Information Sciences ◽

10.1109/iscis.2008.4717932 ◽

2008 ◽

Author(s):

Hasan Tahsin Oguz ◽

Fikret S. Gurgen

Keyword(s):

Risk Analysis ◽

Markov Model ◽

Credit Risk ◽

Hidden Markov Model ◽

Hidden Markov ◽

Credit Risk Analysis

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Genetic algorithm-based feature selection method for credit risk analysis

Proceedings of 2012 2nd International Conference on Computer Science and Network Technology ◽

10.1109/iccsnt.2012.6526362 ◽

2012 ◽

Author(s):

Xiaoyun Liu ◽

James Huang

Keyword(s):

Genetic Algorithm ◽

Feature Selection ◽

Risk Analysis ◽

Credit Risk ◽

Feature Selection Method ◽

Selection Method ◽

Credit Risk Analysis

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Hashing for Financial Credit Risk Analysis

Neural Information Processing - Lecture Notes in Computer Science ◽

10.1007/978-3-319-12640-1_48 ◽

2014 ◽

pp. 395-403 ◽

Author(s):

Bernardete Ribeiro ◽

Ning Chen

Keyword(s):

Risk Analysis ◽

Credit Risk ◽

Financial Credit ◽

Credit Risk Analysis

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Credit risk analysis with classification Restricted Boltzmann Machine

2018 26th Signal Processing and Communications Applications Conference (SIU) ◽

10.1109/siu.2018.8404397 ◽

2018 ◽

Author(s):

Mustafa Bayraktar ◽

Mehmet S. Aktas ◽

Oya Kalipsiz ◽

Orkun Susuz ◽

Selcuk Bayraci

Keyword(s):

Risk Analysis ◽

Credit Risk ◽

Restricted Boltzmann Machine ◽

Boltzmann Machine ◽

Credit Risk Analysis

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A Denoising Autoencoder Approach for Credit Risk Analysis

Proceedings of the 2018 International Conference on Computing and Artificial Intelligence - ICCAI 2018 ◽

10.1145/3194452.3194456 ◽

2018 ◽

Author(s):

Qi Fan ◽

Jiasheng Yang

Keyword(s):

Risk Analysis ◽

Credit Risk ◽

Denoising Autoencoder ◽

Credit Risk Analysis

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