Zobrazeno 1 - 10
of 106
pro vyhledávání: '"Albanesi, Stefania"'
Credit scores are critical for allocating consumer debt in the United States, yet little evidence is available on their performance. We benchmark a widely used credit score against a machine learning model of consumer default and find significant mis
Externí odkaz:
http://arxiv.org/abs/2409.00296
We develop a model to predict consumer default based on deep learning. We show that the model consistently outperforms standard credit scoring models, even though it uses the same data. Our model is interpretable and is able to provide a score to a l
Externí odkaz:
http://arxiv.org/abs/1908.11498
Publikováno v:
In Journal of Monetary Economics November 2022 132:118-139
Autor:
Albanesi, Stefania, Şahin, Ayşegül
Publikováno v:
In Review of Economic Dynamics October 2018 30:47-67
Autor:
Albanesi, Stefania, Sleet, Christopher
Publikováno v:
The Review of Economic Studies, 2006 Jan 01. 73(1), 1-30.
Externí odkaz:
https://www.jstor.org/stable/3700615
Publikováno v:
The Review of Economic Studies, 2003 Oct 01. 70(4), 715-741.
Externí odkaz:
https://www.jstor.org/stable/3648621
Autor:
Albanesi, Stefania
Publikováno v:
NBER Macroeconomics Annual, 2003 Jan 01. 18, 333-350.
Externí odkaz:
https://www.jstor.org/stable/3585261
Publikováno v:
Journal of Money, Credit and Banking, 2001 May 01. 33(2), 398-403.
Externí odkaz:
https://www.jstor.org/stable/2673907
Autor:
Albanesi, Stefania
Publikováno v:
NBER Working Papers; Dec2023, Issue 31923-31991, p1-36, 37p
Autor:
Albanesi, Stefania, Olivetti, Claudia
Publikováno v:
Journal of Political Economy, 2016 Jun 01. 124(3), 650-695.
Externí odkaz:
https://www.jstor.org/stable/26549880