Default risk prediction and feature extraction using a penalized deep neural network

DOI10.1007/s11222-022-10140-zzbMath1496.62015OpenAlexW4296121634MaRDI QIDQ2080353

Nan Qiao, Wenli Zhang, Shuangge Ma, Yang Li, Cun-Jie Lin

Publication date: 7 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-022-10140-z

zbMATH Keywords

neural networkfeature extractionsurvival analysisrisk predictionloan data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Artificial neural networks and deep learning (68T07) Reliability and life testing (62N05)

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