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…
cs.LG2024
Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
Andrea Vidali, Nicola Jean, Giacomo Le Pera
The Statistical Classification of Economic Activities in the European Community (NACE) is the standard classification system for the categorization of economic and industrial activ…