Modeling and forecasting are impressive and active research areas, which have been
widely used in diverse theoretical and practical applications, successfully. Accuracy is the …

In the context of generalized linear models (GLMs), interactions are automatically induced
on the natural scale of the data. The conventional approach to measuring effects in GLMs …

We investigate the impact of market power of banks on their risk-taking. Appling bank-level
data from 35 emerging economies during the period of 2000–2014 to our semiparametric …

This study investigates the predictive value of soft information for consumer loan defaults.
We propose a novel framework to address class imbalance by utilizing the concept of …

Digital footprints provide crucial insights into individuals' behaviors and preferences. Their
role in credit scoring is becoming increasingly significant. Therefore, it is crucial to combine …

Cyber abuse can be executed directly (eg by sending derogatory emails or text messages
addressed to the victim) or indirectly (eg by posting derogatory, private or false information …

Credit scoring models are important for financial institutions' credit decisions. This study
examined how variables are extracted from loan statements and whether textual variables …

The paper introduces a novel approach to ensemble modeling as a weighted model
average technique. The proposed idea is prudent, simple to understand, and easy to …

This paper focuses on the application and optimization of LSTM model in financial risk
prediction. The study starts with an overview of the architecture and algorithm foundation of …

The bankruptcy prediction research domain continues to evolve with the main aim of
developing a model suitable for real-world application in order to detect early stages of …