no code implementations • 18 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.
no code implementations • 20 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.