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Publication

Feature Importance and Extensibility for Predicting Loan Defaults in Marketplace Lending using BiLSTM

Sana Hassan Imam; Sebastian Huhn; Lars Hornuf; Rolf Drechsler
In: Proceedings of the 3rd Frontiers of Factor Investing Conference. Frontiers of Factor Investing (FoFi-2022), September 15-16, Lancaster, United Kingdom, 2022.