6 papers
Foundation Models for Credit Risk Prediction: A Game Changer?
Bart Baesens, Andreas Goethals, Stefan Lessmann +10
Predictive models play a pivotal role in credit risk management, guiding critical decisions through accurate estimation of default probabilities and losses. Extensive research has…
LLM-based Models for Detecting Emerging Topics in Service Feedback
Mahsa Tavakoli, Ruth Bankey, Cristián Bravo
Enhancing the analysis of service feedback is essential for public sector organizations, particularly tax administrations, where trust and compliance depend on fair and effective s…
Revealing Geography-Driven Signals in Zone-Level Claim Frequency Models: An Empirical Study using Environmental and Visual Predictors
Sherly Alfonso-Sánchez, Cristián Bravo, Kristina G. Stankova
Geographic context is often consider relevant to motor insurance risk, yet public actuarial datasets provide limited location identifiers, constraining how this information can be…
A Multimodal Approach to SME Credit Scoring Integrating Transaction and Ownership Networks
Sahab Zandi, Kamesh Korangi, Juan C. Moreno-Paredes +3
Small and Medium-sized Enterprises (SMEs) are known to play a vital role in economic growth, employment, and innovation. However, they tend to face significant challenges in access…
Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks
Kamesh Korangi, Christophe Mues, Cristián Bravo
Apart from assessing individual asset performance, investors in financial markets also need to consider how a set of firms performs collectively as a portfolio. Whereas traditional…
Are causal effect estimations enough for optimal recommendations under multitreatment scenarios?
Sherly Alfonso-Sánchez, Kristina P. Sendova, Cristián Bravo
When making treatment selection decisions, it is essential to include a causal effect estimation analysis to compare potential outcomes under different treatments or controls, assi…