Rethinking SME default prediction: a systematic literature review and future perspectives
Over the last dozen years, the topic of small and medium enterprise (SME) default prediction
has developed into a relevant research domain that has grown for important reasons …
has developed into a relevant research domain that has grown for important reasons …
SME default prediction: A systematic methodology-focused review
H Cheraghali, P Molnár - Journal of Small Business Management, 2024 - Taylor & Francis
This study reviews the methodologies used in the literature to predict failure in small and
medium-sized enterprises (SMEs). We identified 145 SMEs' default prediction studies from …
medium-sized enterprises (SMEs). We identified 145 SMEs' default prediction studies from …
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach
In recent years, financial institutions (FIs) have tentatively utilized supply chain finance (SCF)
as a means of solving the financing issues of small and medium-sized enterprises (SMEs) …
as a means of solving the financing issues of small and medium-sized enterprises (SMEs) …
Network based credit risk models
Peer-to-Peer lending platforms may lead to cost reduction, and to an improved user
experience. These improvements may come at the price of inaccurate credit risk …
experience. These improvements may come at the price of inaccurate credit risk …
Crypto price discovery through correlation networks
P Giudici, G Polinesi - Annals of Operations Research, 2021 - Springer
We aim to understand the dynamics of crypto asset prices and, specifically, how price
information is transmitted among different bitcoin market exchanges, and between bitcoin …
information is transmitted among different bitcoin market exchanges, and between bitcoin …
An improved sparrow search algorithm optimized LightGBM approach for credit risk prediction of SMEs in supply chain finance
L Hou, G Bi, Q Guo - Journal of Computational and Applied Mathematics, 2025 - Elsevier
Predicting the credit risk of small and medium-sized enterprises (SMEs) in supply chain
finance accurately is critical to the sustainability of the entire supply chain and supply chain …
finance accurately is critical to the sustainability of the entire supply chain and supply chain …
Measuring contagion risk in international banking
We propose a distress measure for national banking systems that incorporates not only
banks' CDS spreads, but also how they interact with the rest of the global financial system …
banks' CDS spreads, but also how they interact with the rest of the global financial system …
Network based scoring models to improve credit risk management in peer to peer lending platforms
Financial intermediation has changed extensively over the course of the last two decades.
One of the most significant change has been the emergence of FinTech. In the context of …
One of the most significant change has been the emergence of FinTech. In the context of …
High frequency price change spillovers in bitcoin markets
P Giudici, P Pagnottoni - Risks, 2019 - mdpi.com
The study of connectedness is key to assess spillover effects and identify lead-lag
relationships among market exchanges trading the same asset. By means of an extension of …
relationships among market exchanges trading the same asset. By means of an extension of …
Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model
R Calabrese, SA Osmetti - Journal of Applied Statistics, 2013 - Taylor & Francis
A pivotal characteristic of credit defaults that is ignored by most credit scoring models is the
rarity of the event. The most widely used model to estimate the probability of default is the …
rarity of the event. The most widely used model to estimate the probability of default is the …