Artificial intelligence and credit risk: the use of alternative data and methods in internal credit rating
Gespeichert in:
| Beteiligte Personen: | , , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cham
palgrave macmillan
[2022]
|
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033909259&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | xvii, 104 Seiten Diagramme |
| ISBN: | 9783031102356 |
Internformat
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Datensatz im Suchindex
| _version_ | 1819323765329231872 |
|---|---|
| adam_text | Contents 1 Introduction 2 How AI Models Are Built 2.1 Processing of Unstructured, Data in AI Models 2.2 Stand-Alone AI Models References 1 9 10 19 27 3 AI Tools in Credit Risk 3.1 Use ofAlternative Techniques and Data in Probability of Default Models 30 3.2 How to Improve Traditional Models Using AI Techniques 3.3 Applying an AI Model to AssetManagement 3.4 Use of AI Models for the Validation/Benchmarking of Traditional Models 56 References 29 4 The Validation of AI Techniques 4.1 Possible ComparisonCriteriaBetween Traditional Models and AI Models 4.2 Interpretability and Stability of the Models1 Outcomes References 65 5 Possible Evolutions in AI Models 5.1 The Role of AI Models in the Credit Riskof Tomorrow 81 44 48 64 66 71 78 81 xi
ХІІ CONTENTS 5.2 Ethics and Transparency of Results References 84 91 Appendix 93 Glossary 97 Bibliography 101 Index 103
|
| any_adam_object | 1 |
| author | Locatelli, Rossella Pepe, Giovanni Salis, Fabio |
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| dewey-sort | 3658.155 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV048532566 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T19:47:43Z |
| institution | BVB |
| isbn | 9783031102356 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033909259 |
| oclc_num | 1351545735 |
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| owner_facet | DE-355 DE-BY-UBR |
| physical | xvii, 104 Seiten Diagramme |
| publishDate | 2022 |
| publishDateSearch | 2022 |
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| publisher | palgrave macmillan |
| record_format | marc |
| spellingShingle | Locatelli, Rossella Pepe, Giovanni Salis, Fabio Artificial intelligence and credit risk the use of alternative data and methods in internal credit rating Risk Management Financial Technology and Innovation Artificial Intelligence Financial risk management Financial engineering Artificial intelligence |
| title | Artificial intelligence and credit risk the use of alternative data and methods in internal credit rating |
| title_auth | Artificial intelligence and credit risk the use of alternative data and methods in internal credit rating |
| title_exact_search | Artificial intelligence and credit risk the use of alternative data and methods in internal credit rating |
| title_full | Artificial intelligence and credit risk the use of alternative data and methods in internal credit rating Rossella Locatelli, Giovanni Pepe, Fabio Salis |
| title_fullStr | Artificial intelligence and credit risk the use of alternative data and methods in internal credit rating Rossella Locatelli, Giovanni Pepe, Fabio Salis |
| title_full_unstemmed | Artificial intelligence and credit risk the use of alternative data and methods in internal credit rating Rossella Locatelli, Giovanni Pepe, Fabio Salis |
| title_short | Artificial intelligence and credit risk |
| title_sort | artificial intelligence and credit risk the use of alternative data and methods in internal credit rating |
| title_sub | the use of alternative data and methods in internal credit rating |
| topic | Risk Management Financial Technology and Innovation Artificial Intelligence Financial risk management Financial engineering Artificial intelligence |
| topic_facet | Risk Management Financial Technology and Innovation Artificial Intelligence Financial risk management Financial engineering Artificial intelligence |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033909259&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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