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Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending. (2022). Xia, Yufei ; Li, Yinguo ; Chen, Xueyuan ; Guo, Xinyi.
In: Journal of Forecasting.
RePEc:wly:jforec:v:41:y:2022:i:8:p:1669-1690.

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  1. Integration of CNN Models and Machine Learning Methods in Credit Score Classification: 2D Image Transformation and Feature Extraction. (2025). Solak, Bilal ; Toaar, Mesut ; Gr, Yunus Emre.
    In: Computational Economics.
    RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-025-10893-5.

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  2. Can internal regulatory technology (RegTech) mitigate bank credit risk? Evidence from the banking sector in China. (2025). He, Lingyun ; Sun, Naili ; Zheng, Qiong ; Xia, Yufei ; Shi, Zhengxu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000364.

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  3. Interpretable credit scoring based on an additive extreme gradient boosting. (2025). Lan, Xingyu ; Zou, Yao ; Xia, Meng.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:194:y:2025:i:c:s0960077925002292.

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  4. What determines consumers’ purchasing behavioral intention on social commerce platforms: introducing consumer credit to TPB. (2024). Zhang, Dehua ; Lou, Sha.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
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  11. A prediction-driven mixture cure model and its application in credit scoring. (2019). Wang, Zhao ; Zhao, Huimin ; Jiang, Cuiqing.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:277:y:2019:i:1:p:20-31.

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  12. Dynamic survival models with varying coefficients for credit risks.. (2019). Djeundje, Viani Biatat ; Crook, Jonathan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:275:y:2019:i:1:p:319-333.

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  13. Czynniki makroekonomiczne a spłacalność kredytów konsumpcyjnych. (2018). Sztaudynger, Marcin.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2018:i:4:p:155-177.

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  14. SURVIVAL ANALYSIS AS A TOOL FOR BETTER PROBABILITY OF DEFAULT PREDICTION. (2018). Rychnovsk, Michal.
    In: Acta Oeconomica Pragensia.
    RePEc:prg:jnlaop:v:2018:y:2018:i:1:id:594:p:34-46.

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  15. Determinants of sovereign defaults. (2018). Ghulam, Yaseen ; Derber, Julian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:69:y:2018:i:c:p:43-55.

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  16. A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses. (2018). Scheule, Harald ; Oehme, Toni ; Kruger, Steffen ; Rosch, Daniel.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:47:y:2018:i:c:p:246-262.

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  17. Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards. (2018). Djeundje, Viani Biatat ; Crook, Jonathan.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:271:y:2018:i:2:p:697-709.

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  18. Macro economic cycle effect on mortgage and personal loan default rates. (2017). Strydom, Petrus .
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:7:y:2017:i:6:f:7_6_1.

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  19. A Quantitative Approach to Credit Risk Management in the Underwriting Process for the Retail Portfolio. (2017). Costea, Andreea .
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:20:y:2017:i:63:p:157-186.

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  20. Default contagion among credit modalities: evidence from Brazilian data. (2017). Alexandre, Michel ; Martins, Theo Cotrim ; Silva, Giovani Antonio.
    In: MPRA Paper.
    RePEc:pra:mprapa:76859.

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  21. Time to default in credit scoring using survival analysis: a benchmark study. (2017). Dirick, Lore ; Claeskens, Gerda ; Baesens, Bart.
    In: Journal of the Operational Research Society.
    RePEc:pal:jorsoc:v:68:y:2017:i:6:d:10.1057_s41274-016-0128-9.

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  22. The Probability of Default Under IFRS 9: Multi-period Estimation and Macroeconomic Forecast. (2017). Hampel, David ; Vank, Toma .
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
    RePEc:mup:actaun:actaun_2017065020759.

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  23. Retail credit scoring using fine-grained payment data. (2017). Tobback, Ellen ; Martens, David.
    In: Working Papers.
    RePEc:ant:wpaper:2017011.

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  24. Solutions to specification errors in stress testing models. (2016). Thomas, Lyn ; Breeden, Joseph L.
    In: Journal of the Operational Research Society.
    RePEc:pal:jorsoc:v:67:y:2016:i:6:p:830-840.

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  25. Economic Adjustment of Default Probabilities. (2016). Vank, Toma .
    In: European Journal of Business Science and Technology.
    RePEc:men:journl:v:2:y:2016:i:2:p:122-130.

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  26. Spline based survival model for credit risk modeling. (2016). Kong, Xiao ; Nie, Tingting ; Luo, Sirong.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:253:y:2016:i:3:p:869-879.

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  27. An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market. (2016). Fitzpatrick, Trevor ; Mues, Christophe.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:249:y:2016:i:2:p:427-439.

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  28. The Moderating Role of Loan Monitoring on the Relationship between Macroeconomic Variables and Non-performing Loans in Association of Southeast Asian Nations Countries. (2016). Nayan, Sabri ; Idris, Ismail Tijjani.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-02-5.

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  29. Energy-efficient homes and mortgage risk: crossing the chasm at last?. (2015). Beling, Peter A ; Rajaratnam, Kanshukan ; Overstreet, George A ; Sanderford, Andrew R.
    In: Environment Systems and Decisions.
    RePEc:spr:envsyd:v:35:y:2015:i:1:d:10.1007_s10669-015-9535-8.

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  30. Modelling Time to Default Or Early Repayment as Competing Risks (Modelowanie czasu do zaprzestania splat rat kredytu lub wczesniejszej splaty kredytu jako zdarzen konkurujacych ). (2015). Wycinka, Ewa.
    In: Problemy Zarzadzania.
    RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:146-157.

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  31. Stress test for a technology credit guarantee fund based on survival analysis. (2015). Ju, Yonghan ; Sohn, So Young.
    In: Journal of the Operational Research Society.
    RePEc:pal:jorsoc:v:66:y:2015:i:3:p:463-475.

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  32. Dynamic Valuation of Delinquent Credit-Card Accounts. (2015). Weber, Thomas ; Chehrazi, Naveed.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:12:p:3077-3096.

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  33. Loan Products and Credit Scoring by Commercial Banks (India). (2015). A, Selvarasu ; Itoo, Rais Ahmad ; Filipe, Jose Antonio ; Selvarasu, A.
    In: International Journal of Finance, Insurance and Risk Management.
    RePEc:ers:ijfirm:v:5:y:2015:i:1:p:851.

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  34. Behavioral technology credit scoring model with time-dependent covariates for stress test. (2015). Ju, Yonghan ; Sohn, So Young ; Jeon, Song Yi .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:242:y:2015:i:3:p:910-919.

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  35. An Akaike information criterion for multiple event mixture cure models. (2015). Dirick, Lore ; Claeskens, Gerda ; Baesens, Bart.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:241:y:2015:i:2:p:449-457.

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  36. Identifying future defaulters: A hierarchical Bayesian method. (2015). Hua, Zhongsheng ; Liu, Fan ; Lim, Andrew.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:241:y:2015:i:1:p:202-211.

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  37. A Competing Risks Dynamic Hazard Approach to Investigate the Insolvency Outcomes of Property-Casualty Insurers. (2014). Dang, Huong.
    In: The Geneva Papers on Risk and Insurance - Issues and Practice.
    RePEc:pal:gpprii:v:39:y:2014:i:1:p:42-76.

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  38. BANKING RETAIL CONSUMER FINANCE DATA GENERATOR – CREDIT SCORING DATA REPOSITORY. (2013). Przanowski, Karol .
    In: e-Finanse.
    RePEc:rze:efinan:v:9:y:2013:i:1:p:44-59.

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  39. Forecasting and stress testing credit card default using dynamic models. (2013). Bellotti, Tony ; Crook, Jonathan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:4:p:563-574.

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  40. Explaining the appearance and success of open space referenda. (2013). Walsh, Patrick ; Heintzelman, Martin ; Grzeskowiak, Dustin J..
    In: Ecological Economics.
    RePEc:eee:ecolec:v:95:y:2013:i:c:p:108-117.

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  41. Probability of default in collateralized credit operations. (2013). Divino, Jose Angelo ; Rocha, Lineke Clementino Sleegers, .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:25:y:2013:i:c:p:276-292.

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  42. Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity. (2012). Gerlach, Richard ; John G. T. Watkins, ; Vasnev, Andrey L..
    In: Working Papers.
    RePEc:syb:wpbsba:03/2013.

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  43. BANKING RETAIL CONSUMER FINANCE DATA GENERATOR – CREDIT SCORING DATA REPOSITORY. (2012). Przanowski, Karol .
    In: e-Finanse.
    RePEc:rze:efinan:v:9:y:2012:i:1:p:44-59.

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  44. Transition matrix models of consumer credit ratings. (2012). Malik, Madhur ; Thomas, Lyn C..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:1:p:261-272.

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  45. Forecasting and explaining aggregate consumer credit delinquency behaviour. (2012). Crook, Jonathan ; Banasik, John .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:1:p:145-160.

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  46. DPSIR=A Problem Structuring Method? An exploration from the “Imagine” approach. (2012). Bell, Simon.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:222:y:2012:i:2:p:350-360.

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  47. Mixture cure models in credit scoring: If and when borrowers default. (2012). Tong, Edward N. C., ; Thomas, Lyn C. ; Mues, Christophe.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:218:y:2012:i:1:p:132-139.

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  48. Forecasting and Stress Testing Credit Card Default Using Dynamic Models. (2011). Bellotti, Tony ; Crook, Jonathan.
    In: Working Papers.
    RePEc:ecl:upafin:11-34.

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  49. Banking retail consumer finance data generator - credit scoring data repository. (2011). Przanowski, Karol .
    In: Papers.
    RePEc:arx:papers:1105.2968.

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  50. Cyclical adjustment of point-in-time PD. (2010). Ingolfsson, S ; Elvarsson, B T.
    In: Journal of the Operational Research Society.
    RePEc:pal:jorsoc:v:61:y:2010:i:3:d:10.1057_jors.2009.136.

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