A transformer-based model for default prediction in mid-cap corporate markets.
Kamesh KorangiChristophe MuesCristián BravoPublished in: Eur. J. Oper. Res. (2023)
Keyphrases
- probability distribution
- bayesian networks
- genetic algorithm
- theoretical framework
- hidden markov models
- prediction accuracy
- prediction algorithm
- data sets
- prediction model
- mathematical model
- computational model
- electronic commerce
- fuzzy logic
- probabilistic model
- objective function
- high level
- decision making
- neural network