2 citations · 3 across the 5 of their papers we have counts for
5 papers
Communicating Credit Risk with Large Language Models: Evaluation of Explanations from Standard and Alternative Data-Based Models
Sahab Zandi, Noah Kostesku, Christophe Mues +2
Credit decisioning is a high-stakes task in which model outputs must be accurate and explainable to support compliant decisions. Although modern credit risk models such as eXtreme…
Tabular Foundation Models for Credit Risk Prediction: A Dedicated Review and Empirical Comparison
Bart Baesens, Andreas Goethals, Stefan Lessmann +10
Predictive models are central to credit risk management, where the accuracy of default-probability and loss estimates affects the profitability of lending and the stability of the…
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…
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…
Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
Sahab Zandi, Kamesh Korangi, María Óskarsdóttir +2
Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may…