Journal of risk and financial management,
Journal Year:
2025,
Volume and Issue:
18(4), P. 215 - 215
Published: April 15, 2025
Loan
defaults
have
become
an
increasing
concern
for
lending
institutions,
presenting
significant
challenges
to
profitability
and
operational
stability.
However,
with
the
advent
of
advanced
data
processing
capabilities,
greater
availability,
development
sophisticated
machine
learning
techniques—particularly
neural
networks—new
opportunities
emerged
classifying
predicting
loan
beyond
traditional
manual
methods.
This,
in
turn,
can
reduce
risk
enhance
overall
financial
performance.
In
recent
years,
institutions
increasingly
employed
these
techniques
mitigate
non-performing
loans
(NPLs)
by
improving
approval
efficiency.
This
study
aims
address
a
gap
literature
examining
predictive
performance
different
network
architectures
on
datasets.
Specifically,
it
compares
effectiveness
Feedforward
Neural
Networks
(FNNs),
Long
Short-Term
Memory
(LSTM)
networks,
one-dimensional
Convolutional
(1D-CNNs)
forecasting
defaults.
Despite
growing
body
research
this
area,
comparative
studies
focusing
application
various
default
prediction
remain
relatively
scarce.
Heliyon,
Journal Year:
2023,
Volume and Issue:
9(2), P. e13287 - e13287
Published: Jan. 29, 2023
The
objective
of
this
study
is
to
investigate
and
perform
long-term
forecasting
both
streamflow
hydrological
drought
over
Ethiopia.
Observed
precipitation
data
are
collected
from
17
stations
34
rainfall
gauge
forecast
future
2026
2099.
Streamflow
performed
using
an
artificial
neural
network
(ANN)
in
conjunction
with
python
software.
1973
2014
used
train
test
the
ANN
model
by
70
30%
ratios,
respectively.
After
training
model,
downscaled
regional
climate
models
(RCM)
have
been
as
input
streamflow.
Three
RCM
were
downscale
historical
data.
RACMO
found
a
good
downscaling
for
all
selected
stations.
linear
scaling
bias
correction
technique
results
less
than
2%
error
compared
other
alternative
techniques.
result
indicates
that
tool
areas
having
correlation
between
such
Abbay,
Awash,
Baro,
Omo
Gibe,
Tekeze
river
basins.
But
arid
example
Genale
Dawa,
Wabishebele,
Rift
Valley
basins,
not
suitable
because
(precipitation)
high
variation
output
variable
(streamflow).
In
areas,
meteorological
analysis
better
analysis.
Finally,
analyzed
forecasted
index
(SDI).
2028,
2036,
2042,
2044,
2062,
2063
expected
extreme
years
most
basins
Ethiopia
future.
This
shows
at
least
one
each
decade
Therefore,
extensive
research
needed
develop
effective
early
warning
system,
water
resource
management
policy.
Water,
Journal Year:
2024,
Volume and Issue:
16(2), P. 289 - 289
Published: Jan. 15, 2024
Modeling
and
forecasting
the
river
flow
is
essential
for
management
of
water
resources.
In
this
study,
we
conduct
a
comprehensive
comparative
analysis
different
models
built
monthly
discharge
Buzău
River
(Romania),
measured
in
upper
part
river’s
basin
from
January
1955
to
December
2010.
They
employ
convolutional
neural
networks
(CNNs)
coupled
with
long
short-term
memory
(LSTM)
networks,
named
CNN-LSTM,
sparrow
search
algorithm
backpropagation
(SSA-BP),
particle
swarm
optimization
extreme
learning
machines
(PSO-ELM).
These
are
evaluated
based
on
various
criteria,
including
computational
efficiency,
predictive
accuracy,
adaptability
training
sets.
The
obtained
applying
CNN-LSTM
stand
out
as
top
performers,
demonstrating
superior
efficiency
high
especially
when
set
containing
data
series
1984
(putting
Siriu
Dam
operation)
September
2006
(Model
type
S2).
This
research
provides
valuable
guidance
selecting
assessing
prediction
models,
offering
practical
insights
scientific
community
real-world
applications.
findings
suggest
that
Model
S2
preferred
choice
forecast
predictions
due
its
speed
accuracy.
S
(considering
recorded
2006)
recommended
secondary
option.
S1
(with
period
1955–December
1983)
suitable
other
unavailable.
study
advances
field
by
presenting
precise
these
their
respective
strengths
Neural Networks,
Journal Year:
2023,
Volume and Issue:
165, P. 953 - 970
Published: July 5, 2023
This
paper
shows
that
time
series
forecasting
Transformer
(TSFT)
suffers
from
severe
over-fitting
problem
caused
by
improper
initialization
method
of
unknown
decoder
inputs,
especially
when
handling
non-stationary
series.
Based
on
this
observation,
we
propose
GBT,
a
novel
two-stage
framework
with
Good
Beginning.
It
decouples
the
prediction
process
TSFT
into
two
stages,
including
Auto-Regression
stage
and
Self-Regression
to
tackle
different
statistical
properties
between
input
sequences.
Prediction
results
serve
as
'Good
Beginning',
i.e.,
better
for
inputs
stage.
We
also
Error
Score
Modification
module
further
enhance
capability
in
GBT.
Extensive
experiments
seven
benchmark
datasets
demonstrate
GBT
outperforms
SOTA
TSFTs
(FEDformer,
Pyraformer,
ETSformer,
etc.)
many
other
models
(SCINet,
N-HiTS,
only
canonical
attention
convolution
while
owning
less
space
complexity.
is
general
enough
couple
these
strengthen
their
capability.
The
source
code
available
at:
https://github.com/OrigamiSL/GBT.
AIMS Mathematics,
Journal Year:
2024,
Volume and Issue:
9(4), P. 9419 - 9434
Published: Jan. 1, 2024
<abstract>
<p>The
adjusted
precision
of
economic
values
is
essential
in
the
global
economy.
In
recent
years,
researchers
have
increased
their
interest
making
accurate
predictions
this
type
time
series;
one
reasons
that
characteristics
series
makes
predicting
a
complicated
task
due
to
its
non-linear
nature.
The
evolution
artificial
neural
network
models
enables
us
research
suitability
generated
for
other
purposes,
applying
potential
prediction
with
promising
results.
Specifically,
field,
application
transformer
assuming
an
innovative
approach
great
To
improve
performance
networks,
work,
empirical
model
decomposition
(EMD)
methodology
was
used
as
data
preprocessing
network.
results
confirmed
better
compared
networks
widely
bidirectional
long
short
term
memory
(BiLSTM),
and
(LSTM)
using
without
EMD
preprocessing,
well
comparison
Transformer
data,
lower
error
all
metrics
used:
root
mean
square
(RMSE),
(MSE),
absolute
percentage
(MAPE),
R-square
(R<sup>2</sup>).
Finding
provides
literature
allows
greater
adjustment
minimal
preprocessing.</p>
</abstract>