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cs.LG2024
Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
Andrea Vidali, Nicola Jean, Giacomo Le Pera
The Statistical Classification of Economic Activities in the European Community (NACE) is the standard classification system for the categorization of economic and industrial activ…
q-fin.RM2024
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…