2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.ST2020★ 2 cited
Machine Learning approach for Credit Scoring
A. R. Provenzano, D. Trifirò, A. Datteo +7
In this work we build a stack of machine learning models aimed at composing a state-of-the-art credit rating and default prediction system, obtaining excellent out-of-sample perfor…
q-fin.RM2019
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…