An explainable financial risk early warning model based on the DS-XGBoost model
Year of publication: |
2023
|
---|---|
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
|
Subject: | Evidence theory | Explainability | Financial risk early warning | SHAP | XGBoost algorithm | Frühwarnsystem | Early warning system | Theorie | Theory | Prognoseverfahren | Forecasting model | Finanzrisiko | Financial risk |
-
Zhu, Weidong, (2022)
-
Analysis of internet financial risks based on deep learning and BP neural network
Liu, Zixian, (2022)
-
A fish swarm algorithm for financial risk early warning
Yunshan, Liu, (2018)
- More ...
-
Research on the rules of ESG performance and value creation based on rough sets
Hu, Xue, (2023)
-
Li, Zhimin, (2024)
-
Dai, Xiaoya, (2022)
- More ...