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

• Research unit: INNOSUISSE
• Project number: 55463.1 IP-ICT

Short description (German)

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

Short description (English)

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

Abstract (German)

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.