A model combining Optuna and the light gradient-boosting machine algorithm for credit default forecasting
Xinyong Lu, Yuchong Li, Haoyan Wei, Jiaxin Wang, Xuewei Liu and Jiahui Wei
| Year of publication: |
2024
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|---|---|
| Authors: | Lu, Xinyong ; Li, Yuchong ; Wei, Haoyan ; Wang, Jiaxin ; Liu, Xuewei ; Wei, Jiahui |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 18.2024, 3, p. 1-25
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| Subject: | data balancing | Optuna | machine learning | credit default | light gradient-boosting machine (LightGBM) algorithm | Künstliche Intelligenz | Artificial intelligence | Algorithmus | Algorithm | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Kreditderivat | Credit derivative | Theorie | Theory | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2024.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015459625