Articles by Konstantinos Papalamprou
Addressing class imbalance in probability-of-default modeling: a comparative study of SMOTE, ensemble learning and explainable artificial intelligence
The author puts forward s a governance-aligned framework for probability of default modeling under class imbalance, combining domain-informed feature engineering, resampling, ensemble learning and explainable artificial intelligence
Graph neural networks for credit default prediction: robustness and model evaluation
The authors evaluate the robustness and performance of graph-based models in credit default prediction.