93 citations · 195 across the 12 of their papers we have counts for
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q-fin.RM2022
A Data-driven Case-based Reasoning in Bankruptcy Prediction
Wei Li, Wolfgang Karl Härdle, Stefan Lessmann
There has been intensive research regarding machine learning models for predicting bankruptcy in recent years. However, the lack of interpretability limits their growth and practic…
q-fin.RM2018
Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior Forecasting
Yaodong Yang, Alisa Kolesnikova, Stefan Lessmann +3
The paper examines the potential of deep learning to support decisions in financial risk management. We develop a deep learning model for predicting whether individual spread trade…