A deep learning approach for credit scoring using credit default swaps

By Cuicui Luo, Desheng Dash Wu, Dexiang Wu. 2017

182 citations recorded by the source corpus.

Subfields: Accounting, Artificial Intelligence

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Bing Zhu
2. Yinheng Li
3. Wenchuan Yang
4. Huaxuan Wang
5. Yuan Yuan
6. A. Ozbayoglu
7. Hang Chen
8. Han Ding

In Artificial Intelligence

1. Omer Berat Sezer
2. M. Ugur Gudelek
3. Bing Zhu
4. Wenchuan Yang
5. Huaxuan Wang
6. Yuan Yuan
7. A. Ozbayoglu

Citations in the corpus

• Deep Learning for Financial Applications : A Survey (2020, background): “[77] The XR 14 CDS contracts 2016 Recovery rate, spreads, sector and region DBN+RBM AUROC, FN, FP, Accuracy WEKA”
• Large Language Models in Finance: A Survey (2023, methodology): “Similar approaches have been employed in credit scoring [29, 52] and bankruptcy or default prediction [8].”
• A hybrid deep learning model for consumer credit scoring (2018, methodology): “Cuicui Luo, Desheng Wu and Dexiang Wu [13] designed a deep belief network (DBN) for credit scoring and compared it with SVM, logistic regression and multilayer perceptron on credit default swaps dataset.”