Corporate Default Predictions Using Machine Learning: Literature Review

Corporate Default Predictions Using Machine Learning: Literature Review

Corporate default predictions play an essential role in each sector of the economy, as highlighted by the global financial crisis and the increase in credit risk. This study reviews the corporate default prediction literature from the perspectives of financial engineering and machine learning. We de...

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Bibliographic Details
Main Authors: Hyeongjun Kim, Hoon Cho, Doojin Ryu
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Sustainability
Subjects:
classification
default prediction
financial engineering
forecasting
machine learning
Online Access:https://www.mdpi.com/2071-1050/12/16/6325

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