Si Shi, Rita Tse, Wuman Luo, Stefano D’Addona, Giovanni Pau
Credit risk assessment is at the core of modern economies. Traditionally, it is
measured by statistical methods and manual auditing. Recent advances in
financial artificial intelligence stemmed from a new wave of machine learning
(ML)-driven credit risk models that gained tremendous attention from both
industry and academia. In this paper, we systematically review a series of major
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