Empirical credit risk modelling : a comparison of traditional statistical and machine learning classification methods for corporate credit scoring

Bider, Domen (author), Berk Skok, Aleš (mentor)

• Language: English
• Keywords: banking, crediting, risk, risk management, models, measurements, research, analysis
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: [D. Bider]
• Year: 2019
• Number of pages: VI, 88, 33 str.
• PID: 20.500.12556/RUL-113593
• UDC: 336.71
• COBISS.SI-ID: 25328358
• Publication date in RUL: 06.02.2020

Secondary language

• Language: Slovenian
• Title: Empirični modeli kreditnega tveganja: primerjava tradicionalnih statističnih metod ter pristopov strojnega učenja na primeru poslovnih strank podjetja
• Keywords: bančništvo, kreditiranje, tveganje, obvladovanje tveganj, modeli, meritve, raziskave, analiza