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A robust machine learning approach for credit risk analysis of large loan-level datasets using deep learning and extreme gradient boosting

Anastasios Petropoulos, Vasilis Siakoulis, Evaggelos Stavroulakis and Aristotelis Klamargias

A chapter in The use of big data analytics and artificial intelligence in central banking, 2019, vol. 50 from Bank for International Settlements

Date: 2019
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