Default Probability Estimation Under Data Scarcity: Machine Learning Algorithm Development for Robust Credit Risk Modelling
Keywords:
default probability estimation under data scarcity, machine learning algorithm development, robust credit risk modellingAbstract
Credit risk modeling involves using statistical models for evaluating the creditworthiness of individuals and companies, enabling lenders to make informed investing decisions. In the financial sector, assessing the risk of loan defaults is critical for credit approval, loan pricing, and credit limit decisions. Inaccurate credit risk assessments and valuations can result in business losses, and thus lending institutions are at risk.Readership Data
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