CreHos: Novel Machine Learning Algorithms and Alternative Data Sources for Better Credit Risk Assessment for the Hospitality Sector

• Unité de recherche: INNOSUISSE
• Numéro de projet: 120.515 IP-ICT
• Titre du projet anglais: CreHos: Novel Machine Learning Algorithms and Alternative Data Sources for Better Credit Risk Assessment for the Hospitality Sector

Mots-clé (Anglais)

ICT, Data sciences

Résumé des résultats (Abstract) (Anglais)

The goal is to develop a novel credit risk assessment solution for the hospitality sector and SMEs in general which (i) uses interpretable machine learning, (ii) uses novel, alternative data sources, (iii) models residual spatial correlation, and (iv) allows for making multi-period forecasts.