Machine Learning with Applications · 2026
Retrospective Mortgage Delinquency Classification: A Matched Comparison of Direct and Two-Stage Models
Research overview
Compares direct and two-stage formulations for retrospective mortgage delinquency classification under matched evaluation conditions, with explicit checks for target leakage.
Citation · BibTeX
@article{hu2026mortgage,
title = {Retrospective Mortgage Delinquency Classification: A Matched Comparison of Direct and Two-Stage Models},
author = {Hu, Liang and Shen, Yinru},
journal = {Machine Learning with Applications},
year = {2026},
note = {Accepted 12 October 2026; in production}
}