Search Results for author: C. Nordio

Found 2 papers, 0 papers with code

Cross-Domain Behavioral Credit Modeling: transferability from private to central data

no code implementations18 Jan 2024 O. Didkovskyi, N. Jean, G. Le Pera, C. Nordio

This paper introduces a credit risk rating model for credit risk assessment in quantitative finance, aiming to categorize borrowers based on their behavioral data.

Machine Learning approach for Credit Scoring

no code implementations20 Jul 2020 A. R. Provenzano, D. Trifirò, A. Datteo, L. Giada, N. Jean, A. Riciputi, G. Le Pera, M. Spadaccino, L. Massaron, C. Nordio

In this work we build a stack of machine learning models aimed at composing a state-of-the-art credit rating and default prediction system, obtaining excellent out-of-sample performances.

BIG-bench Machine Learning

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