An effective credit rating method for corporate entities using machine learning
Hansheng Sun, Roy H. Kwon, Binbin Dai and Pubudu Premawardena
| Year of publication: |
2022
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|---|---|
| Authors: | Sun, Hansheng ; Kwon, Roy ; Dai, Binbin ; Premawardena, Pubudu |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 18.2022, 3, p. 1-27
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| Subject: | credit risk rating | machine learning | meta-algorithm | cost-sensitive | ranked cumulative probability score | gradient boosting | Künstliche Intelligenz | Artificial intelligence | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2022.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549661