Corporate Social Irresponsibility and Credit Risk Prediction: A Machine Learning Approach

This paper examines the prediction accuracy of various machine learning (ML) algorithms for firm credit risk. It marks the first attempt to leverage data on corporate social irresponsibility (CSI) to better predict credit risk in an ML context. Even though the literature on default and credit risk i...

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Veröffentlicht in:	Credit and capital markets (Berlin) 2020, Vol.53 (4), p.513-554
Hauptverfasser:	Fauser, Daniel V, Gruener, Andreas
Format:	Artikel
Sprache:	eng
Schlagworte:	Accuracy Algorithms Classification Cognitive style Corporate Social Irresponsibility Credit ratings Credit Risk ESG Forests Machine Learning Random Forests Regression
Online-Zugang:	Volltext
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