Samsara1247/Incorporating-data-drift-to-perform-survival-analysis-on-credit-risk: Data and code

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Authors: Jianwei Peng
Cited by: 0

Abstract

Preprocessed clean data including origination and monthly performance data from year 2000, 2010, 2020 and 2021. Simulated datasets under three drift settings including sudden, incremental and recurring drift. Drifting and prediction scripts.

Fields of Study & Subjects

Financial Distress and Bankruptcy Prediction Data Stream Mining Techniques Customer churn and segmentation

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
27 January 2026