2 papers
q-fin.RM2026
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…
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…