Estimating the Probability of Loan Default in Melli Bank: A Comparative Study of Machine Learning and Econometric Approaches

The current study employed a comparative analytical framework to examine credit-default prediction. It relied on a comprehensive dataset of 56,965 loan contracts issued between 2019 and 2024 across the northern branches of Bank Melli Iran. Three modeling approaches were evaluated: traditional logist...

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Hlavní autoři:	Reza Taleblou, Mir Ali Kamali, Parisa Mohajeri
Médium:	Artigo
Jazyk:	Persa
Vydáno:	Allameh Tabataba'i University Press 2025-06-01
Edice:	فصلنامه پژوهش‌های اقتصادی ایران
Témata:	probability of loan default credit risk machine learning random forest model xgboost model
On-line přístup:	https://ijer.atu.ac.ir/article_19697_428138b493387ee76f4db5f9f4bc8d70.pdf
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