2 citations · 2 across the 2 of their papers we have counts for
2 papers
cs.LG2026
Foundation Models for Credit Risk Prediction: A Game Changer?
Bart Baesens, Andreas Goethals, Stefan Lessmann +10
Predictive models play a pivotal role in credit risk management, guiding critical decisions through accurate estimation of default probabilities and losses. Extensive research has…
cs.LG2024★ 2 cited
Using dynamic loss weighting to boost improvements in forecast stability
Daan Caljon, Jeff Vercauteren, Simon De Vos +2
Rolling origin forecast instability refers to variability in forecasts for a specific period induced by updating the forecast when new data points become available. Recently, an ex…