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Table 13 Summary of papers on ML and credit default, by methodology used

From: Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction

Model Papers
Lasso Brown and Mues (2012)
Jones et al. (2015)
Cheng and Xiang (2017)
Guegan and Hassani (2018)
Moscato et al. (2021)
Tree Khandani et al. (2010)
Brown and Mues (2012)
Jones et al. (2015)
Guegan and Hassani (2018)
Random Forest Brown and Mues (2012)
Jones et al. (2015)
Moscatelli et al. (2020)
Moscato et al. (2021)
Boosting Brown and Mues (2012)
Jones et al. (2015)
Petropoulos et al. (2019)
Sigrist and Hirnschall (2019)
Butaru et al. (2016)
Neural network Brown and Mues (2012)
Babaev et al. (2019)
Petropoulos et al. (2019)
Kvamme et al. (2018)
Sirignano and Cont (2019)
Turiel and Aste (2019)
Albanesi and Vamossy (2019)
Moscato et al. (2021)