A transformer-based model for default prediction in mid-cap corporate markets

DOI10.1016/J.EJOR.2022.10.032arXiv2111.09902OpenAlexW3217345529MaRDI QIDQ6167415

Kamesh Korangi, Cristián Bravo, Christophe Mues

Publication date: 10 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.09902

zbMATH Keywords

OR in bankingdeep learningtransformersdefault predictionmid-cap credit risk

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites Work

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• Management estimation in banking
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