3 papers
cs.LG2026
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…
q-fin.GN2025
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…
q-fin.PM2025
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…