---
title: Machine Learning vs. Logistic Regression
url: https://www.ml-quant.com/papers/repec/ids-ijmefi-v-17-y-2024-i-1-p-29-48/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:ids:ijmefi:v:17:y:2024:i:1:p:29-48
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D137545%3Bh%3Drepec%3Aids%3Aijmefi%3Av%3A17%3Ay%3A2024%3Ai%3A1%3Ap%3A29-48
featured: 2024-04-24
citations: unknown
topic: ML & AI Methods
---


# Machine Learning vs. Logistic Regression

Machine learning models, particularly XGBoost, outperform logistic regressions in predicting credit risk in Brazilian wholesale firms, according to a study.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.inderscience.com%2Flink.php%3Fid%3D137545%3Bh%3Drepec%3Aids%3Aijmefi%3Av%3A17%3Ay%3A2024%3Ai%3A1%3Ap%3A29-48
- Identifier: RePEc:ids:ijmefi:v:17:y:2024:i:1:p:29-48
- Released: 2024-04-24
- First featured: Quant Letter No. 46 (2024-04-24): https://www.ml-quant.com/issues/2024-04-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

## Related

- [Wasserstein Gradient Boosting: A Framework for Distribution-Valued Supervised Learning](https://www.ml-quant.com/papers/arxiv/2405.09536/): Wasserstein gradient boosting, a new type of gradient boosting, improves probabilistic prediction by approximating the output-distribution parameter's posterior distribution.
- [On deep learning for computing the dynamic initial margin and margin value adjustment](https://www.ml-quant.com/papers/arxiv/2407.16435/): The study introduces a method for training neural networks for Dynamic Initial Margin computation in counterparty credit risk, which reduces dataset generation costs and eliminates the need for repeated training.
- [Quantile Regression using Random Forest Proximities](https://www.ml-quant.com/papers/arxiv/2408.02355/): The article introduces a new method for calculating quantile regressions from random forests, showing improved performance and efficiency in predicting the average daily volume of corporate bonds.
- [Stock Price Crash Prediction Based on Multimodal Data Machine Learning Models](https://www.ml-quant.com/papers/ssrn/4575784/): The paper suggests a machine learning framework that predicts stock market crashes by combining market data, graph data, and sentiment analysis, with LightGBM showing superior accuracy.
- [Online learning techniques for prediction of temporal tabular datasets with regime changes](https://www.ml-quant.com/papers/arxiv/2301.00790/): A machine learning pipeline is suggested for ranking predictions on temporal panel datasets, showing improved performance with Gradient Boosting Decision Trees models.
- [Financial Fraud Detection System Based on Improved Random Forest and Gradient Boosting Machine (GBM)](https://www.ml-quant.com/papers/arxiv/2502.15822/): The paper suggests a financial fraud detection system that uses an improved Random Forest and Gradient Boosting Machine model, offering an efficient and reliable solution for detecting financial fraud.
