Advancing credit risk modelling with Machine Learning: A comprehensive review of the state-of-the-art.
André Aoun MontevechiRafael de Carvalho MirandaAndré Luiz MedeirosJosé Arnaldo Barra MontevechiPublished in: Eng. Appl. Artif. Intell. (2024)
Keyphrases
- credit risk
- machine learning
- credit risk evaluation
- risk analysis
- evaluation method
- commercial banks
- credit scoring
- machine learning methods
- data mining
- financial data
- listed companies
- learning algorithm
- pattern recognition
- evaluation model
- statistical methods
- fraud detection
- data analysis
- computational intelligence
- support vector machine
- survival analysis
- text classification
- text mining
- outlier detection
- neural network
- association rules
- knowledge discovery
- exchange rate
- credit card
- model selection
- decision trees