Articles by Hongyan Liang
The role of personal credit in small business risk assessment: a machine learning approach
The authors investigate how personal credit data can be combined with business-level and tradeline variables in a machine learning framework to enhance default prediction.
Enhancing default prediction in alternative lending: leveraging credit bureau data and machine learning
The authors apply machine learning techniques to credit bureau data and loan-specific variables to improve default prediction in the alternative lending sector.
The prediction of mortgage prepayment risks in the early stages of loan origination: a machine learning approach
The authors put forward a machine learning model for the prediction of mortgage prepayment risks at the loan origination phase.
Machine learning prediction of loss given default in government-sponsored enterprise residential mortgages
The authors apply machine learning techniques to Loss Given Default estimation, identifying key variables in LGD prediction and evaluating the performance of various models.