A Gaussian process-based approach toward credit risk modeling using stationary activations.
Shubham MahajanAnand NayyarAkshay RainaSamreen J. SinghAshutosh VashishthaAmit Kant PanditPublished in: Concurr. Comput. Pract. Exp. (2022)
Keyphrases
- gaussian process
- credit risk
- gaussian processes
- gaussian process models
- credit risk evaluation
- hyperparameters
- regression model
- credit scoring
- evaluation method
- model selection
- semi supervised
- bayesian framework
- latent variables
- risk analysis
- survival analysis
- logistic regression
- nearest neighbor
- data sets
- evaluation model
- clustering algorithm