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Dynamic Bayesian modeling for risk prediction in credit operations.

Hanen BorchaniAna M. MartínezAndrés R. MasegosaHelge LangsethThomas D. NielsenAntonio SalmerónAntonio FernándezAnders L. MadsenRamón Sáez
Published in: SCAI (2015)
Keyphrases
  • bayesian modeling
  • prediction accuracy
  • risk management
  • risk analysis
  • risk evaluation
  • gaussian process
  • credit risk
  • feature selection
  • image processing
  • generative model