Data for predicting default risk in performance windows ranging from 12 to 60 months. For example, FM12 folder contains data on whether mortgage loan profiles with a credit score of less than 730 defa
Nine datasets from the UC Irvine (UCI) machine learning repository, i.e., the Australian, Japanese, German (Asuncion & Newman, 2007), Taiwan (Yeh & Lien, 2009) and Polish credit datasets (Zięb
