This document has not been cited yet.

1. Akkoç, S.: An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: the case of Turkish credit card data. Eur. J. Oper. Res. 222, 168–178 (2012).

2. Altman, E.I., Esentato, M., Sabato, G.: Assessing the credit worthiness of Italian SMEs and mini-bond issuers. Global Finance J. 43, 100450 (2020).

3. Altman, E.I., Marco, G., Varetto, F.: Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience). J. Bank. Finance 18, 505–529 (1994).

4. Altman, E.I., Sabato, G., Wilson, N.: The value of non-financial information in small and medium-sized enterprise risk management. J. Credit Risk 6, 1–33 (2010).
   Paper not yet in RePEc: Add citation now
   

5. Altman, E.I., Sabato, G.: Effects of the new Basel capital accord on bank capital requirements for SMEs. J. Financ. Serv. Res. 28, 15–42 (2005).

6. Altman, E.I., Sabato, G.: Modelling credit risk for SMEs: evidence from the US market. ABACUS 43, 332–357 (2007).

7. Angilella, S., Mazzú, S.: A credit risk model with an automatic override for innovative small and medium-sized enterprises. J. Oper. Res. Soc. 70, 1784–1800 (2019).

8. Angilella, S., Mazzú, S.: The financing of innovative SMEs: a multicriteria credit rating model. Eur. J. Oper. Res. 244, 540–554 (2015).

9. Baourakis, G., Coniescu, M., Van Dijk, G., Pardalos, P.M., Zopounidis, C.: A multicriteria approach for rating the credit risk of financial institutions. CMS 6, 347–356 (2009).

10. Basel Committee on Banking Supervision: International convergence of capital measurement and capital standards-a revised framework. Basel Committee on Banking Supervision, Basel (2004).
    Paper not yet in RePEc: Add citation now
    
11. Belton, V., Stewart, T.J.: Multiple criteria decision analysis: an integrated approach. Springer, Berlin (2002).
    Paper not yet in RePEc: Add citation now
    
12. Blackwell, T., Kennedy, J., Poli, R.: Particle swarm optimization: an overview. Swarm Intell. 1, 33–57 (2007).
    Paper not yet in RePEc: Add citation now
    
13. Bonabeau, E., Dorigo, M., Theraulaz, G.: From Natural to Artificial Swarm Intelligence. Oxford University Press, Oxford (1999).
    Paper not yet in RePEc: Add citation now
    
14. Brans, J.P., Vincke, P.A.: A preference ranking organization method: the Promethee method for multiple criteria decision making. Manag. Sci. 31, 647–656 (1985).
    Paper not yet in RePEc: Add citation now
    
15. Campana, E.F., Fasano, G., Pinto, A.: Dynamic analysis for the selection of parameters and initial population, in particle swarm optimization. J. Global Optim. 48, 347–397 (2010).
    Paper not yet in RePEc: Add citation now
    

16. Corazza, M., Di Tollo, G., Fasano, G., Pesenti, R.: A novel initialization of PSO for costly portfolio selection problems. Department of Management, Ca’ Foscari University of Venice—Working Papers, 2015/04, pp. 1–27 (2015a).

17. Corazza, M., Fasano, G., Gusso, R.: Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem. Appl. Math. Comput. 224, 611–624 (2013).

18. Corazza, M., Funari, S., Gusso, R.: An evolutionary approach to preference disaggregation in a MURAME-based creditworthiness problem. Appl. Soft Comput. 29, 110–121 (2015b).

19. Corazza, M., Funari, S., Gusso, R.: Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: an MCDA approach. The North Am. J. Econ. Finance 38, 1–26 (2016).

20. Corazza, M., Funari, S., Siviero, F.: A MURAME-based technology for bank decision support in creditworthiness assessment. Banks Bank Syst. 9, 7–17 (2014).
    Paper not yet in RePEc: Add citation now
    
21. Cura, T.: Particle swarm optimization approach to portfolio optimization. Nonlinear Anal. Real World Appl. 10, 2396–2406 (2009).
    Paper not yet in RePEc: Add citation now
    
22. Diez, M., Serani, A., Leotardi, C., Campana, E.F., Fasano, G., Gusso, R.: Dense orthogonal initialization for deterministic PSO: ORTHOinit+. The seventh International Conference on Swarm Intelligence (IC–SI 2016) [Lecture Notes in Computer Science 9713, Part I], Springer, pp. 322–330 (2016).
    Paper not yet in RePEc: Add citation now
    

23. Doumpos, M., Figueira, J.R.: A multicriteria outranking approach for modeling corporate credit ratings: an application of the Electre Tri-nC method. Omega 82, 166–180 (2019).

24. Doumpos, M., Kosmidou, K., Baourakis, G., Zopounidis, C.: Credit risk assessment using a multicriteria hierarchical discrimination approach: a comparative analysis. Eur. J. Oper. Res. 138, 392–412 (2002).

25. Doumpos, M., Pasiouras, F.: Developing and testing models for replicating credit ratings: a multicriteria approach. Comput. Econ. 25, 327–341 (2005).

26. Doumpos, M., Zopounidis, C.: A multicriteria outranking modeling approach for credit rating. Decis. Sci. 42, 721–742 (2011).
    Paper not yet in RePEc: Add citation now
    
27. Fawcett, T.: An introduction to ROC analysis. Pattern Recogn. Lett. 27, 861–874 (2006).
    Paper not yet in RePEc: Add citation now
    
28. García, F., Giménez, V., Guijarro, F.: Credit risk management: a multicriteria approach to assess creditworthiness. Math. Comput. Modell. 57, 2009–2015 (2013).
    Paper not yet in RePEc: Add citation now
    
29. Goletsis, Y., Askounis, D.T., Psarras, J.: Multicriteria judgements for project ranking: an integrated methodology. Econ. Financ. Model. 8, 127–148 (2001).
    Paper not yet in RePEc: Add citation now
    

30. Goletsis, Y., Psarras, J., Samoulidis, J.E.: Project ranking in the Armenian energy sector using a multicriteria method for groups. Ann. Oper. Res. 120, 135–157 (2003).

31. Hand, D.J., Till, R.J.: A simple generalisation of the area under the ROC curve for multiple class classification problems. Mach. Learn. 45, 171–186 (2001).
    Paper not yet in RePEc: Add citation now
    

32. Jacquet-Lagrèze, E., Siskos, Y.: Preference disaggregation: 20 years of MCDA experience. Eur. J. Oper. Res. 130, 233–245 (2001).

33. Kadzinski, M., Ghaderi, M., Dabrowski, M.: Contingent preference disaggregation model for multiple criteria sorting problem. Eur. J. Oper. Res. 281(2), 369–387 (2020).

34. Kadzinski, M., Martyn, K., Cinelli, M., Slowinski, R., Corrente, S., Greco, S.: Preference disaggregation for multiple criteria sorting with partial monotonicity constraints: application to exposure management of nanomaterials. Int. J. Approx. Reason. 117, 60–80 (2020).
    Paper not yet in RePEc: Add citation now
    
35. Kennedy, J., Eberhart, R.C.: Particle swarm optimization. In: Proceedings of the IEEE International Conference on Neural Networks IV pp. 1942–1948 (1995).
    Paper not yet in RePEc: Add citation now
    
36. Khalil, J., Martel, J.M., Jutras, P.: A multicriterion system for credit risk rating. Gestion 2000: Belgian Manag. Mag. 15, 125–146 (2000).
    Paper not yet in RePEc: Add citation now
    
37. Marqués, A.I., García, V., Sánchez, J.S.: A literature review on the application of evolutionary computing to credit scoring. J. Oper. Res. Soc. 64, 1384–1399 (2013).
    Paper not yet in RePEc: Add citation now
    

38. Mousavi, M.M., Ouenniche, J.: Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions. Ann. Oper. Res. 271, 853–886 (2018).

39. Roy, B.: Classement et choix en presence de criteres multiples (la méthode ELECTRE). RIRO 8, 57–75 (1968).
    Paper not yet in RePEc: Add citation now
    
40. Serani, A., Leotardi, C., Iemma, U., Campana, E.F., Fasano, G., Diez, M.: Parameter selection in synchronous and asynchronous deterministic particle swarm optimization for ship hydrodynamics problems. Appl. Soft Comput. 49, 313–334 (2016).
    Paper not yet in RePEc: Add citation now
    
41. Waegeman, W., De Baets, B., Boullart, L.: ROC analysis in ordinal regression learning. Pattern Recognit. Lett. 29, 1–9 (2008).
    Paper not yet in RePEc: Add citation now
    
42. Zhang, W.J., Xie, X.F., Bi, D.C.: Handling boundary constraints for numerical optimization by particle swarm flying in periodic search space. Proceedings of the 2004 IEEE Congress on Evolutionary Computation, IEEE, pp. 2307–2311 (2005).
    Paper not yet in RePEc: Add citation now
    

1. Implementing artificial intelligence in forecasting the risk of personal bankruptcies in Poland and Taiwan. (2022). Korol, Tomasz ; Fotiadis, Anestis K.
   In: Oeconomia Copernicana.
   RePEc:pes:ieroec:v:13:y:2022:i:2:p:407-438.

   Full description at Econpapers || Download paper

2. How Can We Learn from Borrowers’ Online Behaviors? The Signal Effect of Borrowers’ Platform Involvement on Their Credit Risk. (2022). Tang, Xinyin ; He, Minna ; Zhu, Jianping ; Feng, Chong.
   In: SocArXiv.
   RePEc:osf:socarx:qga8j.

   Full description at Econpapers || Download paper

3. Le performance dei modelli di credit scoring in contesti di forte instabilit? macroeconomica: il ruolo delle Reti Neurali Artificiali. (2022). Piras, Nicola ; Supino, Enrico.
   In: MANAGEMENT CONTROL.
   RePEc:fan:macoma:v:html10.3280/maco2022-002003.

   Full description at Econpapers || Download paper

4. A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description. (2022). Zhou, Ying ; Yuan, Kunpeng ; Yin, Hailei ; Chi, Guotai.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001574.

   Full description at Econpapers || Download paper

5. Assessing and predicting small industrial enterprises’ credit ratings: A fuzzy decision-making approach. (2022). Sun, Yue ; Dong, Yizhe ; Chai, Nana ; Shi, Baofeng.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:38:y:2022:i:3:p:1158-1172.

   Full description at Econpapers || Download paper

6. Applying machine learning algorithms to predict default probability in the online credit market: Evidence from China. (2022). Wang, Yudong ; Li, Yongshan ; Liu, YI ; Xiong, Tiancheng ; Yang, Menglong.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002878.

   Full description at Econpapers || Download paper

7. Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects. (2022). Hué, Sullivan ; Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Hue, Sullivan ; Tokpavi, Sessi.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:297:y:2022:i:3:p:1178-1192.

   Full description at Econpapers || Download paper

8. Using an adaptive network‐based fuzzy inference system model to predict the loss ratio of petroleum insurance in Egypt. (2022). Liu, Zaiming ; Ali, Attia A ; Khalil, Ahmed A.
   In: Risk Management and Insurance Review.
   RePEc:bla:rmgtin:v:25:y:2022:i:1:p:5-18.

   Full description at Econpapers || Download paper

9. MURAME parameter setting for creditworthiness evaluation: data-driven optimization. (2021). Gusso, Riccardo ; Funari, Stefania ; Fasano, Giovanni ; Corazza, Marco.
   In: Decisions in Economics and Finance.
   RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-021-00322-1.

   Full description at Econpapers || Download paper

10. An implementation of ensemble methods, logistic regression, and neural network for default prediction in Peer-to-Peer lending. (2021). Heba, Mateusz ; Dzik-Walczak, Aneta.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
    RePEc:rfe:zbefri:v:39:y:2021:i:1:p:163-197.

    Full description at Econpapers || Download paper

11. Machine Learning or Econometrics for Credit Scoring: Lets Get the Best of Both Worlds. (2021). Hué, Sullivan ; Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Hue, Sullivan ; Tokpavi, Sessi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02507499.

    Full description at Econpapers || Download paper

12. Credit Risk Management of Property Investments through Multi-Criteria Indicators. (2021). Morano, Pierluigi ; Locurcio, Marco ; Tajani, Francesco ; Anelli, Debora ; Manganelli, Benedetto.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:6:p:106-:d:567524.

    Full description at Econpapers || Download paper

13. Deep learning for credit scoring: Do or don’t?. (2021). Lemahieu, Wilfried ; Broucke, Seppe Vanden ; Oskarsdottir, Maria ; Gunnarsson, Bjorn Rafn ; Baesens, Bart.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:295:y:2021:i:1:p:292-305.

    Full description at Econpapers || Download paper

14. A Review of Algorithms for Credit Risk Analysis. (2020). Shehu, Visar ; Salihu, Armend.
    In: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference.
    RePEc:zbw:entr20:224683.

    Full description at Econpapers || Download paper

15. Bankruptcy Prediction Using Deep Learning Approach Based on Borderline SMOTE. (2020). Smiti, Salima ; Soui, Makram.
    In: Information Systems Frontiers.
    RePEc:spr:infosf:v:22:y:2020:i:5:d:10.1007_s10796-020-10031-6.

    Full description at Econpapers || Download paper

16. Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds. (2020). Hué, Sullivan ; Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Hue, Sullivan ; Tokpavi, Sessi.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2839.

    Full description at Econpapers || Download paper

17. Credit scoring by incorporating dynamic networked information. (2020). Djehiche, Boualem ; Li, Yibei ; Wang, Ximei ; Hu, Xiaoming.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:286:y:2020:i:3:p:1103-1112.

    Full description at Econpapers || Download paper

18. A conditional fuzzy inference approach in forecasting. (2020). Verousis, Thanos ; Sermpinis, Georgios ; Stasinakis, Charalampos ; Hassanniakalager, Arman.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:283:y:2020:i:1:p:196-216.

    Full description at Econpapers || Download paper

19. A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees. (2020). Chatterjee, Rupak ; Golbayani, Parisa ; Florescu, Ionu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301480.

    Full description at Econpapers || Download paper

20. Best classification algorithms in peer-to-peer lending. (2020). Teply, Petr ; Polena, Michal.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302262.

    Full description at Econpapers || Download paper

21. Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach. (2020). Li, Weiping ; Chi, Guotai ; Shi, Baofeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:85:y:2020:i:c:p:420-428.

    Full description at Econpapers || Download paper

22. A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees. (2020). Chatterjee, Rupak ; Golbayani, Parisa ; Florescu, Ionuct.
    In: Papers.
    RePEc:arx:papers:2007.06617.

    Full description at Econpapers || Download paper

23. A comparison of credit scoring techniques in Peer-to-Peer lending. (2019). Heba, Mateusz ; Dzik-Walczak, Aneta.
    In: Working Papers.
    RePEc:war:wpaper:2019-16.

    Full description at Econpapers || Download paper

24. A dynamic credit risk assessment model with data mining techniques: evidence from Iranian banks. (2019). Moradi, Somayeh ; Rafiei, Farimah Mokhatab.
    In: Financial Innovation.
    RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0121-9.

    Full description at Econpapers || Download paper

25. Predicting supply chain performance based on SCOR® metrics and multilayer perceptron neural networks. (2019). Ribeiro, Luiz Cesar ; Lima-Junior, Francisco Rodrigues.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:212:y:2019:i:c:p:19-38.

    Full description at Econpapers || Download paper

26. Banking credit worthiness: Evaluating the complex relationships. (2019). Sarkis, Joseph ; Liu, Feng ; Bai, Chunguang ; Shi, Baofeng.
    In: Omega.
    RePEc:eee:jomega:v:83:y:2019:i:c:p:26-38.

    Full description at Econpapers || Download paper

27. News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions. (2019). Feuerriegel, Stefan ; Gordon, Julius.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:272:y:2019:i:1:p:162-175.

    Full description at Econpapers || Download paper

28. Predicting credit card delinquencies: An application of deep neural networks. (2018). Sun, Ting ; Vasarhelyi, Miklos A.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:25:y:2018:i:4:p:174-189.

    Full description at Econpapers || Download paper

29. Decision analytics mobilized with digital coaching. (2018). Carlsson, Christer.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:25:y:2018:i:1:p:3-17.

    Full description at Econpapers || Download paper

30. The Consumer Loan’s Payment Default Predictive Model: an Application of the Logistic Regression and the Discriminant Analysis in a Tunisian Commercial Bank. (2018). Zouari-Ghorbel, Sonia ; Abid, Lobna ; Masmoudi, Afif.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:9:y:2018:i:3:d:10.1007_s13132-016-0382-8.

    Full description at Econpapers || Download paper

31. Information fusion-based meta-classification predictive modeling for ETF performance. (2018). Oztekin, Asil.
    In: Information Systems Frontiers.
    RePEc:spr:infosf:v:20:y:2018:i:2:d:10.1007_s10796-016-9704-4.

    Full description at Econpapers || Download paper

32. Predicting loss severities for residential mortgage loans: A three-step selection approach. (2018). Scheule, Harald ; Do, Hung ; Rosch, Daniel.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:270:y:2018:i:1:p:246-259.

    Full description at Econpapers || Download paper

33. Promoting Entrepreneurship at the Base of the Social Pyramid via Pricing Systems: A case Study. (2017). Pinomejias, R ; Lararubio, J ; Blancooliver, A.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:24:y:2017:i:1:p:12-28.

    Full description at Econpapers || Download paper

34. PSO-based tuning of MURAME parameters for creditworthiness evaluation of Italian SMEs. (2017). Gusso, Riccardo ; Funari, Stefania ; Fasano, Giovanni ; Corazza, Marco.
    In: Working Papers.
    RePEc:vnm:wpdman:137.

    Full description at Econpapers || Download paper

35. Credit default prediction modeling: an application of support vector machine. (2017). Abedin, Mohammad Zoynul ; Moula, Fahmida E ; Guotai, Chi.
    In: Risk Management.
    RePEc:pal:risman:v:19:y:2017:i:2:d:10.1057_s41283-017-0016-x.

    Full description at Econpapers || Download paper

36. Research Opportunities for Neural Networks: The Case for Credit. (2016). Trinkle, Brad S ; Baldwin, Amelia A.
    In: Intelligent Systems in Accounting, Finance and Management.
    RePEc:wly:isacfm:v:23:y:2016:i:3:p:240-254.

    Full description at Econpapers || Download paper

37. Multivariate analysis of credit risk and bankruptcy research data: a bibliometric study involving different knowledge fields (1968–2014). (2016). Cruz, Luiz Kennedy ; Vieira, Kelly Carvalho ; Prado, Jose Willer ; Carvalho, Francisval Melo ; Tonelli, Dany Flavio ; Alcantara, Valderi Castro.
    In: Scientometrics.
    RePEc:spr:scient:v:106:y:2016:i:3:d:10.1007_s11192-015-1829-6.

    Full description at Econpapers || Download paper

38. A data analytic approach to forecasting daily stock returns in an emerging marketAuthor-Name: Oztekin, Asil. (2016). Freund, Steven ; Kizilaslan, Recep ; Iseri, Ali .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:253:y:2016:i:3:p:697-710.

    Full description at Econpapers || Download paper

39. Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach. (2016). Gusso, Riccardo ; Funari, Stefania ; Corazza, Marco.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:38:y:2016:i:c:p:1-26.

    Full description at Econpapers || Download paper

40. A Soft Intelligent Risk Evaluation Model for Credit Scoring Classification. (2015). Khashei, Mehdi ; Mirahmadi, Akram .
    In: IJFS.
    RePEc:gam:jijfss:v:3:y:2015:i:3:p:411-422:d:55403.

    Full description at Econpapers || Download paper

41. Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research. (2015). Lessmann, Stefan ; Thomas, Lyn C ; Seow, Hsin-Vonn ; Baesens, Bart.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:247:y:2015:i:1:p:124-136.

    Full description at Econpapers || Download paper

42. Information fusion-based meta-classification predictive modeling for ETF performance. (). Oztekin, Asil.
    In: Information Systems Frontiers.
    RePEc:spr:infosf:v::y::i::d:10.1007_s10796-016-9704-4.

    Full description at Econpapers || Download paper

Report date: 2025-10-06 16:56:54 || Missing content? Let us know