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On the Improvement of Default Forecast Through Textual Analysis

Textual analysis is a widely used methodology in several research areas. In this paper we apply textual analysis to augment the conventional set of account defaults drivers with new text based variables. Through the employment of ad hoc dictionaries and distance measures we are able to classify each...

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Detalles Bibliográficos
Autores principales: Cerchiello, Paola, Scaramozzino, Roberta
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7861220/
https://www.ncbi.nlm.nih.gov/pubmed/33733135
http://dx.doi.org/10.3389/frai.2020.00016