2605.18147
2026-05-19
cs.LG
Foundation Models for Credit Risk Prediction: A Game Changer?
信贷风险预测的基础模型:变革性突破?
Bart Baesens, Andreas Goethals, Stefan Lessmann, Simon De Vos, Cristián Bravo, David Martens, Victor Medina-Olivares, Christophe Mues, Maria Oskarsdóttir, Seppe vanden Broucke, Tim Verdonck, Wouter Verbeke
发表机构
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Faculty of Economics and Business, KU Leuven, Belgium(比利时库勒万大学经济与商业学院)
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School of Business and Economics, Humboldt University of Berlin, Germany(德国洪堡大学商学院)
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Department of Statistical and Actuarial Sciences, Western University, Canada(加拿大西部大学统计与精算科学系)
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Department of Engineering Management, University of Antwerp, Belgium(比利时安特卫普大学工程管理系)
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Business School, University of Edinburgh, United Kingdom(英国爱丁堡大学商学院)
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Business School, University of Southampton, United Kingdom(英国南安普顿大学商学院)
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School of Mathematical Sciences, University of Southampton, United Kingdom(英国南安普顿大学数学科学学院)
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Department of Business Informatics and Operations Management, Ghent University, Belgium(比利时根特大学商业信息与运营管理系)
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Department of Mathematics, University of Antwerp, Belgium(比利时安特卫普大学数学系)
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Department of Mathematics, KU Leuven, Belgium(比利时库勒万大学数学系)
AI总结
本文研究了信贷风险预测中基础模型的应用,探讨了其在小数据环境下提升预测性能的能力,并通过对比多种方法验证了基础模型在PD和LGD建模任务中的优越性。