Deep Learning for Mortgage Risk

Keyphrases

• Nonlinear Effects 100%
• Mortgage 100%
• Deep Learning 100%
• Mortgage Risk 100%
• United States 50%
• Nonlinearity 50%
• Highly Nonlinear 50%
• Risk Management 50%
• Investment Management 50%
• Code Level 50%
• Zip Code 50%
• Borrower 50%
• Macroeconomic Variables 50%
• Deep Learning Model 50%
• Mortgage-backed Securities 50%
• Prepayment Risk 50%
• Delinquency Risk 50%
• Borrowing Behavior 50%
• Mortgage Foreclosure 50%
• Mortgage Delinquency 50%
• Mortgage Prepayment 50%
• Economic Cycle 50%

Economics, Econometrics and Finance

• Mortgages 100%
• Risk Management 25%
• Macroeconomic Variable 25%
• Asset-Backed Securities 25%
• Nonlinearity 25%
• Economic Cycle 25%