arXiv:2608.24582v1 Announce Type: cross
Abstract: Credit risk models increasingly need to combine predictive accuracy with transparent explanations and auditable fairness constraints. Logistic regres...
By Victor Medina-Olivares, Stefan Lessmann, Jonathan Crook
Credit risk models increasingly need to combine predictive accuracy with transparent explanations and auditable fairness constraints. Logistic regression remains attractive because its coefficients ar...
arXiv:2605. 18147v2 Announce Type: replace Abstract: Predictive models play a pivotal role in credit risk management, guiding critical decisions through accurate estimation of default probabilities and losses.
By Bart Baesens, Andreas Goethals, Stefan Lessmann, Simon De Vos, Cristi\'an Bravo, David Martens, Victor Medina-Olivares, Christophe Mues, Maria Oskarsd\'ottir, Seppe vanden Broucke, Tony Van Gestel, Tim Verdonck, Wouter Verbeke
arXiv:2609.37223v1 Announce Type: new
Abstract: Credit-risk prediction is important in banking, but a prediction alone does not explain why an applicant is risky or how it should be combined with oth...
By Aakash Kumar Tiwari
arXiv:2601. 20533v2 Announce Type: replace-cross Abstract: Survival analysis has become a standard approach for modelling time to default by time-varying covariates in credit risk.
By Jianwei Peng (Humboldt-Universit\"at zu Berlin), Stefan Lessmann (Humboldt-Universit\"at zu Berlin, Bucharest University of Economic Studies)
The paper presents a deep learning credit risk early warning system that fuses heterogeneous data sources, such as transaction behaviors and social networks, using deep neural networks and attention mechanisms. By extracting multidimensional features, the system establishes an early identification mechanism for corporate and individual credit risks. Testing shows that this approach improves the accuracy and timeliness of risk warnings compared to traditional rule‑based engines.
By LiYang Wang (Washington University in St. Louis), Zhen Zhong (Georgetown University), Zhen Tian (University of Glasgow), Keyu Chen (Wuyi University), Keyu Chen (Wuyi University)