María Jesús Segovia-Vargas

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 7

Top Topics

Future Directions

Machine Learning

Financial Institutions

Top Venues

Expert Syst. Appl.

Electron. Commer. Res. Appl.

Publications

Miller Janny Ariza-Garzón, Javier Arroyo, María Jesús Segovia-Vargas, Antonio Caparrini
Profit-sensitive machine learning classification with explanations in credit risk: The case of small businesses in peer-to-peer lending. Electron. Commer. Res. Appl. 67 (2024)
José-de-Jesús Rocha-Salazar, María Jesús Segovia-Vargas, María-del-Mar Camacho-Miñano
Detection of shell companies in financial institutions using dynamic social network. Expert Syst. Appl. 207 (2022)
Nora Muñoz-Izquierdo, María Jesús Segovia-Vargas, María-del-Mar Camacho-Miñano, Yolanda Pérez-Pérez
Machine learning in corporate credit rating assessment using the expanded audit report. Mach. Learn. 111 (11) (2022)
Oliver Lukason, Tiia Vissak, María Jesús Segovia-Vargas
How Does Managerial Experience Predict the Internationalization Type of a Young Firm? IEEE Access 9 (2021)
José-de-Jesús Rocha-Salazar, María Jesús Segovia-Vargas, María-del-Mar Camacho-Miñano
Money laundering and terrorism financing detection using neural networks and an abnormality indicator. Expert Syst. Appl. 169 (2021)
Miller Janny Ariza-Garzón, María-del-Mar Camacho-Miñano, María Jesús Segovia-Vargas, Javier Arroyo
Risk-return modelling in the p2p lending market: Trends, gaps, recommendations and future directions. Electron. Commer. Res. Appl. 49 (2021)
Miller Janny Ariza-Garzón, Javier Arroyo, Antonio Caparrini, María Jesús Segovia-Vargas
Explainability of a Machine Learning Granting Scoring Model in Peer-to-Peer Lending. IEEE Access 8 (2020)
Itziar Landa-Torres, Emilio G. Ortíz-García, Sancho Salcedo-Sanz, María Jesús Segovia-Vargas, Sergio Gil-Lopez, Marta Miranda, José M. Leiva-Murillo, Javier Del Ser
Evaluating the Internationalization Success of Companies Through a Hybrid Grouping Harmony Search - Extreme Learning Machine Approach. IEEE J. Sel. Top. Signal Process. 6 (4) (2012)
Pedro Antonio Gutiérrez, Sancho Salcedo-Sanz, María Jesús Segovia-Vargas, A. Sanchis, José Antonio Portilla-Figueras, Francisco Fernández-Navarro, César Hervás-Martínez
Generalized Logistic Regression Models Using Neural Network Basis Functions Applied to the Detection of Banking Crises. IEA/AIE (3) (2010)
Sancho Salcedo-Sanz, José Luis Fernández-Villacañas, María Jesús Segovia-Vargas, Carlos Bousoño-Calzón
Genetic programming for the prediction of insolvency in non-life insurance companies. Comput. Oper. Res. 32 (2005)
Sancho Salcedo-Sanz, Mario de Prado-Cumplido, María Jesús Segovia-Vargas, Fernando Pérez-Cruz, Carlos Bousoño-Calzón
Feature selection methods involving support vector machines for prediction of insolvency in non-life insurance companies. Intell. Syst. Account. Finance Manag. 12 (4) (2004)