156 citations · 158 across the 12 of their papers we have counts for
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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…
q-fin.PR2019
A Simple Factoring Pricing Model
Ilaria Nava, Davide Cuccio, Lorenzo Giada +1
In a simplified setting, we show how to price invoice non-recourse factoring taking into account not only the credit worthiness of the debtor but also the assignor's one, together…