Behaviour-based short-term invoice probability of default evaluation
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- 作者：Igor Perko Igor.Perko@uni-mb.si" class="auth_mail" title="E-mail the corresponding author
- 关键词：Probability of default ; Data sharing ; Behavioural analytics ; Credit risk ; Strategic default
- 刊名：European Journal of Operational Research
- 出版年：2017
- 出版时间：16 March 2017
- 年：2017
- 卷：257
- 期：3
- 页码：1045-1054
- 全文大小：1307 K
文摘
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Resolves probability of default issues on invoice level and short-term predictions.
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Uses new data source: data sharing of business partners.
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Proposes behaviour analysis to predict future conduct.
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Uses a real data experiment and offers high-accuracy predictions.