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Статті в журналах з теми "Prediction of loan default"
Kohv, Keijo, and Oliver Lukason. "What Best Predicts Corporate Bank Loan Defaults? An Analysis of Three Different Variable Domains." Risks 9, no. 2 (January 25, 2021): 29. http://dx.doi.org/10.3390/risks9020029.
Повний текст джерелаAnand, Mayank, Arun Velu, and Pawan Whig. "Prediction of Loan Behaviour with Machine Learning Models for Secure Banking." Journal of Computer Science and Engineering (JCSE) 3, no. 1 (February 15, 2022): 1–13. http://dx.doi.org/10.36596/jcse.v3i1.237.
Повний текст джерелаLee, Jong Wook, and So Young Sohn. "Evaluating borrowers’ default risk with a spatial probit model reflecting the distance in their relational network." PLOS ONE 16, no. 12 (December 31, 2021): e0261737. http://dx.doi.org/10.1371/journal.pone.0261737.
Повний текст джерелаTuriel, J. D., and T. Aste. "Peer-to-peer loan acceptance and default prediction with artificial intelligence." Royal Society Open Science 7, no. 6 (June 2020): 191649. http://dx.doi.org/10.1098/rsos.191649.
Повний текст джерелаZhu, Qiliang, Wenhao Ding, Mingsen Xiang, Mengzhen Hu, and Ning Zhang. "Loan Default Prediction Based on Convolutional Neural Network and LightGBM." International Journal of Data Warehousing and Mining 19, no. 1 (January 1, 2023): 1–16. http://dx.doi.org/10.4018/ijdwm.315823.
Повний текст джерелаLux, Nicole, and Sotiris Tsolacos. "Loan Characteristics as Predictors of Default in Commercial Mortgage Portfolios." International Journal of Economics and Financial Research, no. 71 (February 17, 2021): 1–4. http://dx.doi.org/10.32861/ijefr.71.1.4.
Повний текст джерелаUlaga Priya, K., S. Pushpa, K. Kalaivani, and A. Sartiha. "Exploratory analysis on prediction of loan privilege for customers using random forest." International Journal of Engineering & Technology 7, no. 2.21 (April 20, 2018): 339. http://dx.doi.org/10.14419/ijet.v7i2.21.12399.
Повний текст джерелаDong, Xingzhe. "Loan Default Prediction based on Machine Learning (LightGBM Model)." BCP Business & Management 25 (August 30, 2022): 457–68. http://dx.doi.org/10.54691/bcpbm.v25i.1857.
Повний текст джерелаLi, Baodong. "Online Loan Default Prediction Model Based on Deep Learning Neural Network." Computational Intelligence and Neuroscience 2022 (August 8, 2022): 1–9. http://dx.doi.org/10.1155/2022/4276253.
Повний текст джерелаSingh, Amrik. "Predicting the Likelihood of Lodging CMBS Loan Default." Cornell Hospitality Quarterly 60, no. 1 (May 29, 2018): 52–68. http://dx.doi.org/10.1177/1938965518777222.
Повний текст джерелаДисертації з теми "Prediction of loan default"
Granström, Daria, and Johan Abrahamsson. "Loan Default Prediction using Supervised Machine Learning Algorithms." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252312.
Повний текст джерелаDet är nödvändigt för en bank att ha en bra uppskattning på hur stor risk den bär med avseende på kunders fallissemang. Olika statistiska metoder har använts för att estimera denna risk, men med den nuvarande utvecklingen inom maskininlärningsområdet har det väckt ett intesse att utforska om maskininlärningsmetoder kan förbättra kvaliteten på riskuppskattningen. Syftet med denna avhandling är att undersöka vilken metod av de implementerade maskininlärningsmetoderna presterar bäst för modellering av fallissemangprediktion med avseende på valda modelvaldieringsparametrar. De implementerade metoderna var Logistisk Regression, Random Forest, Decision Tree, AdaBoost, XGBoost, Artificiella neurala nätverk och Stödvektormaskin. En översamplingsteknik, SMOTE, användes för att behandla obalansen i klassfördelningen för svarsvariabeln. Resultatet blev följande: XGBoost utan implementering av SMOTE visade bäst resultat med avseende på den valda metriken.
Stone, Devon. "An exploration of alternative features in micro-finance loan default prediction models." Master's thesis, Faculty of Science, 2020. http://hdl.handle.net/11427/32377.
Повний текст джерелаShan, Chenyu, and 陜晨煜. "Credit default swaps (CDS) and loan financing." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2013. http://hub.hku.hk/bib/B5089965X.
Повний текст джерелаpublished_or_final_version
Economics and Finance
Doctoral
Doctor of Philosophy
Tian, Shaonan. "Essays on Corporate Default Prediction." University of Cincinnati / OhioLINK, 2012. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1352403546.
Повний текст джерелаOlsen, Hunter. "An Analysis of Post Great Recession Student Loan Default." Scholarship @ Claremont, 2018. http://scholarship.claremont.edu/cmc_theses/1960.
Повний текст джерелаLeow, Mindy. "Credit risk models for mortgage loan loss given default." Thesis, University of Southampton, 2010. https://eprints.soton.ac.uk/170515/.
Повний текст джерелаNgufor, Patrick. "Quantitative study of perceptions of business owners and loan officers on loan delinquency and default." Thesis, University of Phoenix, 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=3578584.
Повний текст джерелаThis research seeks to document if differences in perceptions of small business creditworthiness and lending practices of credit union and commercial lenders exist. This study applied a quantitative method to answer five questions: (1)How do small business owners perceive commercial lenders? (2)How do small business owners perceive credit union lenders? (3)How do commercial banks perceive small businesses? (4)How do credit unions perceive small businesses? (5)What are the differences in the perceptions of small businesses, commercial banks, and credit unions? The study used a quantitative survey instrument to gather data and the data was compared and contrasted among groups (Fitzgerald & Rumrill, 2004). The chi-squared test of differences in probabilities and the goodness of fit test were applied (Figure 2A) to determine if there were differences in probabilities between answers.
The results of this study are significant to small business and banking leaders by helping to define how lenders’ and small businesses’ perceptions affect the differences in loan delinquency rates between commercial lenders and credit unions lenders and by offering new insight into how loan delinquency rates can be reduced. The results also pointed to inherent perceptions of small business owners and lenders that might contribute to the root causes of loan defaults and delinquencies. The results provided information upon which small business owners and financial institution loan officers might act in order to understand how to better manage loans and to reduce the rate of loan delinquency.
Aguilera, Nelson A. "Credit rationing and loan default in formal rural credit markets." Connect to resource, 1990. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1232115721.
Повний текст джерелаMphaka, Patrick. "Strategies for Reducing Microfinance Loan Default in Low-Income Markets." ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/4391.
Повний текст джерелаWang, Yangzhengxuan. "Corporate default prediction : models, drivers and measurements." Thesis, University of Exeter, 2011. http://hdl.handle.net/10036/3457.
Повний текст джерелаКниги з теми "Prediction of loan default"
Cavazos, Lauro. Student loan default reduction initiatives. Washington, D.C: U.S. Dept. of Education, 1989.
Знайти повний текст джерелаBabbel, David F. Insuring sovereign debt against default. Washington, D.C: World Bank, 1996.
Знайти повний текст джерелаHoque, Mohammad Ziaul. Industrial loan default: The case of Bangladesh. Dhaka: University Press, 2004.
Знайти повний текст джерелаDuffie, Darrell. Multi-period corporate default prediction with stochastic covariates. Cambridge, Mass: National Bureau of Economic Research, 2006.
Знайти повний текст джерелаOffice, General Accounting. Student loans: Direct loan default rates : report to Congressional Requesters. Washington, D.C: GAO, 2000.
Знайти повний текст джерелаMin, Qi. Loss given default of high loan-to-value residential mortgages. Washington, DC: Office of the Comptroller of the Currency, 2007.
Знайти повний текст джерелаDonough, Kevin F. Mc. Predicting company failure: A study based on companies who have defaulted on loans. Dublin: University College Dublin, 1997.
Знайти повний текст джерелаNew Jersey. Legislature. Senate. Committee on Education. Committee meeting of Senate Education Committee: Student loan default--proprietary schools. Trenton, N.J. (State House Annex, CN 068, Trenton 08625): The Committee, 1994.
Знайти повний текст джерелаHua, Yu. The valuation of loan commitments with default risk: A discrete time model. Reading: University of Reading, Departmentof Economics, 1990.
Знайти повний текст джерелаForce, New Jersey Default Task. Toward the reduction of student loan defaults in New Jersey: Report of the New Jersey Default Task Force, a joint committee of the New Jersey Association of Student Financial Aid Administrators and the New Jersey Department of Higher Education. Trenton, N.J. (20 W. State St., Trenton 08625): The Department, 1988.
Знайти повний текст джерелаЧастини книг з теми "Prediction of loan default"
Aditya Sai Srinivas, T., Somula Ramasubbareddy, and K. Govinda. "Loan Default Prediction Using Machine Learning Techniques." In Innovations in Computer Science and Engineering, 529–35. Singapore: Springer Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-8987-1_56.
Повний текст джерелаLuu, Ngo Tien, and Phan Duy Hung. "Loan Default Prediction Using Artificial Intelligence for the Borrow – Lend Collaboration." In Lecture Notes in Computer Science, 256–70. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-88207-5_26.
Повний текст джерелаHe, Yanghuai, Yuzhe Jian, Tianyuan Liu, and Huaijin Xue. "Optimization of Machine Learning Models for Prediction of Personal Loan Default Rate." In Atlantis Highlights in Intelligent Systems, 270–82. Dordrecht: Atlantis Press International BV, 2022. http://dx.doi.org/10.2991/978-94-6463-030-5_29.
Повний текст джерелаPang, Sulin, and Jinmeng Yuan. "WT Model & Applications in Loan Platform Customer Default Prediction Based on Decision Tree Algorithms." In Intelligent Computing Theories and Application, 359–71. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-95930-6_33.
Повний текст джерелаBhandari, Amit Kumar. "Predicting the Likelihood of Loan Default Among Marginalised Population: A Case Study on Rural Bengal." In Microfinance to Combat Global Recession and Social Exclusion, 277–94. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-4329-3_19.
Повний текст джерелаKandappan, V. A., and A. G. Rekha. "Machine Learning in Finance: Towards Online Prediction of Loan Defaults Using Sequential Data with LSTMs." In Advances in Intelligent Systems and Computing, 53–62. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-1696-9_5.
Повний текст джерелаWright, Sue. "Representations, Undertakings, and Events of Default." In International Loan Documentation, 117–84. London: Palgrave Macmillan UK, 2006. http://dx.doi.org/10.1057/9780230514799_9.
Повний текст джерелаWright, Sue. "Representations, Undertakings and Events of Default." In The Handbook of International Loan Documentation, 152–246. London: Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1007/978-1-137-38337-2_9.
Повний текст джерелаBing, Janet. "Default features in contour tones." In Principles and Prediction, 327. Amsterdam: John Benjamins Publishing Company, 1993. http://dx.doi.org/10.1075/cilt.98.26bin.
Повний текст джерелаDostál, Petr, and Stanislav Škapa. "Fuzzy Clustering and Loan Risk Prediction." In Nostradamus 2014: Prediction, Modeling and Analysis of Complex Systems, 377–84. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-07401-6_37.
Повний текст джерелаТези доповідей конференцій з теми "Prediction of loan default"
Owusu, Ebenezer, Richard Quainoo, Justice Kwame Appati, and Solomon Mensah. "Loan Default Predictive Analytics." In 2022 IEEE World Conference on Applied Intelligence and Computing (AIC). IEEE, 2022. http://dx.doi.org/10.1109/aic55036.2022.9848906.
Повний текст джерелаChen, Ya-Qi, Jianjun Zhang, and Wing W. Y. Ng. "Loan Default Prediction Using Diversified Sensitivity Undersampling." In 2018 International Conference on Machine Learning and Cybernetics (ICMLC). IEEE, 2018. http://dx.doi.org/10.1109/icmlc.2018.8526936.
Повний текст джерелаLai, Lili. "Loan Default Prediction with Machine Learning Techniques." In 2020 International Conference on Computer Communication and Network Security (CCNS). IEEE, 2020. http://dx.doi.org/10.1109/ccns50731.2020.00009.
Повний текст джерелаAlam, Md Nurul, and Muhammad Masroor Ali. "Loan Default Risk Prediction Using Knowledge Graph." In 2022 14th International Conference on Knowledge and Smart Technology (KST). IEEE, 2022. http://dx.doi.org/10.1109/kst53302.2022.9729073.
Повний текст джерелаHassan, Amira Kamil Ibrahim, and Ajith Abraham. "Modeling consumer loan default prediction using neural netware." In 2013 International Conference on Computing, Electrical and Electronics Engineering (ICCEEE). IEEE, 2013. http://dx.doi.org/10.1109/icceee.2013.6633940.
Повний текст джерелаHassan, Amira Kamil Ibrahim, and Ajith Abraham. "Modeling consumer loan default prediction using ensemble neural networks." In 2013 International Conference on Computing, Electrical and Electronics Engineering (ICCEEE). IEEE, 2013. http://dx.doi.org/10.1109/icceee.2013.6634029.
Повний текст джерелаSoni, Aman, and K. C. Prabu Shankar. "Bank Loan Default Prediction Using Ensemble Machine Learning Algorithm." In 2022 Second International Conference on Interdisciplinary Cyber Physical Systems (ICPS). IEEE, 2022. http://dx.doi.org/10.1109/icps55917.2022.00039.
Повний текст джерелаDeng, Shizhe, Rui Li, Yaohui Jin, and Hao He. "CNN-based feature cross and classifier for loan default prediction." In Third International Conference on Image, Video Processing and Artificial Intelligence, edited by Ruidan Su. SPIE, 2020. http://dx.doi.org/10.1117/12.2579457.
Повний текст джерелаLux, Nicole. "Relevance of loan characteristics in probability of default prediction for commercial mortgage loans." In 26th Annual European Real Estate Society Conference. European Real Estate Society, 2019. http://dx.doi.org/10.15396/eres2019_86.
Повний текст джерелаAl-qerem, Ahmad, Ghazi Al-Naymat, and Mays Alhasan. "Loan Default Prediction Model Improvement through Comprehensive Preprocessing and Features Selection." In 2019 International Arab Conference on Information Technology (ACIT). IEEE, 2019. http://dx.doi.org/10.1109/acit47987.2019.8991084.
Повний текст джерелаЗвіти організацій з теми "Prediction of loan default"
Bhardwaj, Geetesh, and Rajdeep Sengupta. Credit Scoring and Loan Default. Federal Reserve Bank of St. Louis, 2011. http://dx.doi.org/10.20955/wp.2011.040.
Повний текст джерелаDuffie, Darrell, Leandro Siata, and Ke Wang. Multi-Period Corporate Default Prediction With Stochastic Covariates. Cambridge, MA: National Bureau of Economic Research, January 2006. http://dx.doi.org/10.3386/w11962.
Повний текст джерелаMueller, Holger, and Constantine Yannelis. Students in Distress: Labor Market Shocks, Student Loan Default, and Federal Insurance Programs. Cambridge, MA: National Bureau of Economic Research, March 2017. http://dx.doi.org/10.3386/w23284.
Повний текст джерелаCox, James, Daniel Kreisman, and Susan Dynarski. Designed to Fail: Effects of the Default Option and Information Complexity on Student Loan Repayment. Cambridge, MA: National Bureau of Economic Research, November 2018. http://dx.doi.org/10.3386/w25258.
Повний текст джерелаII, Dennis A. Kramer, Christina Lamb, and Lindsay Page. The Effects of Default Choice on Student Loan Borrowing: Experimental Evidence from a Public Research University. Cambridge, MA: National Bureau of Economic Research, April 2021. http://dx.doi.org/10.3386/w28703.
Повний текст джерелаYaroshchuk, Svitlana O., Nonna N. Shapovalova, Andrii M. Striuk, Olena H. Rybalchenko, Iryna O. Dotsenko, and Svitlana V. Bilashenko. Credit scoring model for microfinance organizations. [б. в.], February 2020. http://dx.doi.org/10.31812/123456789/3683.
Повний текст джерелаCabrera, Wilmar, Santiago Gamba, Camilo Gómez, and Mauricio Villamizar-Villegas. Examining Macroprudential Policy through a Microprudential Lens. Banco de la República, October 2022. http://dx.doi.org/10.32468/be.1212.
Повний текст джерелаFinancial Stability Report - September 2015. Banco de la República, August 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2015.
Повний текст джерела