Simone Narizzano
2 Papers
3 Citations
Simone Narizzano is an academic researcher. The author has contributed to research in topics: Set (abstract data type) & Credit risk. The author has an hindex of 2, co-authored 2 publications.
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Papers
Corporate default forecasting with machine learning
TL;DR: It is found that machine learning models provide substantial gains in discriminatory power and precision, relative to statistical models, when only a limited information set is available, but this advantage diminishes when confidential information is also available and the dataset is small.
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Corporate default forecasting with machine learning
TL;DR: The authors analyzed the performance of a set of machine learning (ML) models in predicting default risk, using standard statistical models, such as the logistic regression, as a benchmark, and evaluated the consequences of using an ML-based rating system on the supply of credit and the number of borrowers gaining access to credit.
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