Citations (35)
Keep up to date with the latest research on this topic with citation updates for this article.
Read on this site (9)
Modisane B. Seitshiro & Seshni Govender. (2024) Credit risk prediction with and without weights of evidence using quantitative learning models. Cogent Economics & Finance 12:1.
Read now
Read now
Jianwen Li, Yang Zhou & Jinyan Hu. (2024) Unpacking the effects of scams in marketplace lending: investor confidence and attention. Journal of Applied Economics 27:1.
Read now
Read now
Francesco Giordano, Marcella Niglio & Marialuisa Restaino. (2021) A new procedure for variable selection in presence of rare events. Journal of the Operational Research Society 72:7, pages 1619-1636.
Read now
Read now
Paolo Giudici, Branka Hadji-Misheva & Alessandro Spelta. (2020) Network based credit risk models. Quality Engineering 32:2, pages 199-211.
Read now
Read now
Silvia Figini & Paolo Giudici. (2017) Credit risk assessment with Bayesian model averaging. Communications in Statistics - Theory and Methods 46:19, pages 9507-9517.
Read now
Read now
Guglielmo D’Amico, Jacques Janssen & Raimondo Manca. (2016) Downward migration credit risk problem: a non-homogeneous backward semi-Markov reliability approach. Journal of the Operational Research Society 67:3, pages 393-401.
Read now
Read now
Raffaella Calabrese & Silvia
Angela Osmetti. (2013) Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model. Journal of Applied Statistics 40:6, pages 1172-1188.
Read now
Read now
S Figini & P Uberti. (2013) Concentration measures in risk management. Journal of the Operational Research Society 64:5, pages 718-723.
Read now
Read now
Hamid Cheraghali & Peter Molnár. SME default prediction: A systematic methodology-focused review. Journal of Small Business Management 0:0, pages 1-59.
Read now
Read now
Articles from other publishers (26)
Davut Pehlivanlı, Elçin Aykaç Alp & Bilge Katanalp. (2024) Introducing the overall risk scoring as an early warning system. Expert Systems with Applications 246, pages 123232.
Crossref
Crossref
Gang Yao, Xiaojian Hu, Liangcheng Xu & Zhening Wu. (2022) Using social media information to predict the credit risk of listed enterprises in the supply chain. Kybernetes 52:11, pages 4993-5016.
Crossref
Crossref
Carmen Gallucci, Rosalia Santullli, Michele Modina & Vincenzo Formisano. (2022) Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default. Journal of Management and Governance 27:3, pages 873-892.
Crossref
Crossref
Xu Shen & Xinyu Wang. (2023) Prediction of personal default risks based on a sparrow search algorithm with support vector machine model. Mathematical Biosciences and Engineering 20:11, pages 19401-19415.
Crossref
Crossref
Mohamed Habachi & Salim El Haddad. (2021) Impact of Covid-19 on SME portfolios in Morocco: Evaluation of banking risk costs and the effectiveness of state support measures. Investment Management and Financial Innovations 18:3, pages 260-276.
Crossref
Crossref
Kristina Sutiene, Kestutis Luksys & Kristina Kundeliene. (2021) Towards Automation of Short-Term Financial Distress Detection: A Real-World Case Study. International Journal of Information Technology & Decision Making 20:04, pages 1299-1333.
Crossref
Crossref
Paolo Giudici & Gloria Polinesi. (2019) Crypto price discovery through correlation networks. Annals of Operations Research 299:1-2, pages 443-457.
Crossref
Crossref
Francesco Ciampi, Alessandro Giannozzi, Giacomo Marzi & Edward I. Altman. (2021) Rethinking SME default prediction: a systematic literature review and future perspectives. Scientometrics 126:3, pages 2141-2188.
Crossref
Crossref
Aihua Li, Weijia Xu & Yong Shi. (2020) A New Data Fusion Framework of Business Intelligence and Analytics in Economy, Finance and Management. A New Data Fusion Framework of Business Intelligence and Analytics in Economy, Finance and Management.
Paolo Giudici & Emanuela Raffinetti. (2020) Lorenz Model Selection. Journal of Classification 37:3, pages 754-768.
Crossref
Crossref
Paolo Giudici & Iman Abu Hashish. (2020) A hidden Markov model to detect regime changes in cryptoasset markets. Quality and Reliability Engineering International 36:6, pages 2057-2065.
Crossref
Crossref
Luca Zanin. (2020) Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market. Journal of Behavioral and Experimental Finance 25, pages 100272.
Crossref
Crossref
Silvia Facchinetti, Paolo Giudici & Silvia Angela Osmetti. (2019) Cyber risk measurement with ordinal data. Statistical Methods & Applications 29:1, pages 173-185.
Crossref
Crossref
Liang-Chuan Wu, Liang-Hong Wu & Fan-Yun Pai. (2019) Combined Stochastic Process and Value at Risk: A Real-World Information System Decision Case. Entropy 22:1, pages 47.
Crossref
Crossref
Giudici & Pagnottoni. (2019) High Frequency Price Change Spillovers in
Bitcoin Markets. Risks 7:4, pages 111.
Crossref
Crossref
Dan Cheng & Pasquale Cirillo. (2019) An Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages. Risks 7:3, pages 76.
Crossref
Crossref
Daniel Felix Ahelegbey, Paolo Giudici & Branka Hadji-Misheva. (2019) Factorial Network Models to Improve P2P Credit Risk Management. Frontiers in Artificial Intelligence 2.
Crossref
Crossref
S. Avdjiev, P. Giudici & A. Spelta. (2019) Measuring contagion risk in international banking. Journal of Financial Stability 42, pages 36-51.
Crossref
Crossref
Paolo Giudici, Branka Hadji-Misheva & Alessandro Spelta. (2019) Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms. Frontiers in Artificial Intelligence 2.
Crossref
Crossref
Arianna Agosto, Paolo Giudici & Tom Leach. (2019) Spatial Regression Models to Improve P2P Credit Risk Management. Frontiers in Artificial Intelligence 2.
Crossref
Crossref
You Zhu, Li Zhou, Chi Xie, Gang-Jin Wang & Truong V. Nguyen. (2019) Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach. International Journal of Production Economics 211, pages 22-33.
Crossref
Crossref
Alessandra Amendola, Francesco Giordano, Maria Lucia Parrella & Marialuisa Restaino. (2017) Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction. Applied Stochastic Models in Business and Industry 33:4, pages 355-368.
Crossref
Crossref
Guglielmo D'Amico, Giuseppe Di Biase, Jacques Janssen & Raimondo Manca. 2017. Semi‐Markov Migration Models for Credit Risk. Semi‐Markov Migration Models for Credit Risk
279
296
.
Galina Andreeva, Raffaella Calabrese & Silvia Angela Osmetti. (2016) A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models. European Journal of Operational Research 249:2, pages 506-516.
Crossref
Crossref
Silvia Figini, Roberto Savona & Marika Vezzoli. (2016) Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach. Intelligent Systems in Accounting, Finance and Management 23:1-2, pages 6-20.
Crossref
Crossref
Silvia Figini,Ron S. Kenett & Silvia Salini. (2010) Optimal scaling for risk assessment: merging of operational and financial data. Quality and Reliability Engineering International 26:8, pages 887-897.
Crossref
Crossref