Measuring financial soundness around the world: A machine learning approach

Applying machine learning algorithms to predict default probability in the online credit market: Evidence from China

(2021) Yi Liu et al.   International Review of Financial Analysis

Corporate Default Predictions Using Machine Learning: Literature Review

(2020) Hyeongjun Kim et al.   Sustainability

Sovereign risk zones in Europe during and after the debt crisis

(2019) Veni Arakelian et al.   QUANTITATIVE FINANCE

Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks

(2019) Steffen Schuldenzucker et al.   MANAGEMENT SCIENCE

Systematic review of bankruptcy prediction models: Towards a framework for tool selection

(2018) Hafiz A. Alaka et al.   EXPERT SYSTEMS WITH APPLICATIONS

Toward robust early-warning models: a horse race, ensembles and model uncertainty

(2017) Markus Holopainen et al.   QUANTITATIVE FINANCE

Computational Intelligence and Financial Markets: A Survey and Future Directions

(2016) Rodolfo C. Cavalcante et al.   EXPERT SYSTEMS WITH APPLICATIONS

Predicting creditworthiness in retail banking with limited scoring data

(2016) Hussein A. Abdou et al.   KNOWLEDGE-BASED SYSTEMS

The price of complexity in financial networks

(2016) Stefano Battiston et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Complexity theory and financial regulation

(2016) S. Battiston et al.   SCIENCE

Does financial connectedness predict crises?

(2014) Camelia Minoiu et al.   QUANTITATIVE FINANCE

Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals

(2013) Roberto Savona et al.   OXFORD BULLETIN OF ECONOMICS AND STATISTICS

Machine Learning in Financial Crisis Prediction: A Survey

(2011) Wei-Yang Lin et al.   IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART C-APPLICATIONS AND RE