2 citations · 2 across the 8 of their papers we have counts for
3 papers · 1 filter
Temporal-Aligned Meta-Learning for Risk Management: A Stacking Approach for Multi-Source Credit Scoring
O. Didkovskyi, A. Vidali, N. Jean +1
This paper presents a meta-learning framework for credit risk assessment of Italian Small and Medium Enterprises (SMEs) that explicitly addresses the temporal misalignment of credi…
Cross-Domain Behavioral Credit Modeling: transferability from private to central data
O. Didkovskyi, N. Jean, G. Le Pera +1
This paper introduces a credit risk rating model for credit risk assessment in quantitative finance, aiming to categorize borrowers based on their behavioral data. The model is tra…
An Artificial Intelligence approach to Shadow Rating
Angela Rita Provenzano, Daniele Trifirò, Nicola Jean +4
We analyse the effectiveness of modern deep learning techniques in predicting credit ratings over a universe of thousands of global corporate entities obligations when compared to…