Comparative Analysis of RF, SVR with Gaussian Kernel and LSTM for Predicting Loan Defaults

This investigation elucidates the paramount endeavour of predicting loan defaults, which is imperative for the efficacious management of financial risk and the overall stability of financial institutions. Conventional statistical methodologies frequently encounter challenges in effectively capturing...

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Bibliographic Details

Published in:	Revista de Studii Financiare
Main Authors:	Konstantinos Kofidis, Cătălina Lucia Cocianu
Format:	Article
Language:	English
Published:	Institutul de Studii Financiare 2024-11-01
Subjects:	loan default prediction financial risk management long short-term memory (lstm) support vector regression (svr) mean squared error f1 score
Online Access:	https://revista.isfin.ro/wp-content/uploads/2024/11/6.-Konstantinos-K.-et..pdf