An explainable financial risk early warning model based on the DS-XGBoost model
Tianjiao Zhang, Weidong Zhu, Yong Wu, Zihao Wu, Chao Zhang, Xue Hu
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Tianjiao ; Zhu, Weidong ; Wu, Yong ; Wu, Zihao ; Zhang, Chao ; Hu, Xue |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-10
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| Subject: | Evidence theory | Explainability | Financial risk early warning | SHAP | XGBoost algorithm | Frühwarnsystem | Early warning system | Theorie | Theory | Prognoseverfahren | Forecasting model | Finanzrisiko | Financial risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473596