Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending.
Mario Sanz-GuerreroJavier ArroyoPublished in: CoRR (2024)
Keyphrases
- credit risk
- language model
- risk analysis
- credit scoring
- language modeling
- evaluation method
- credit risk evaluation
- n gram
- retrieval model
- information retrieval
- probabilistic model
- statistical language models
- language modelling
- query expansion
- listed companies
- commercial banks
- financial data
- fraud detection
- smoothing methods
- exchange rate
- risk management
- feature extraction
- relevance model
- credit card
- text classification
- risk assessment
- feature space
- language models for information retrieval