Credit default prediction of Chinese real estate listed companies based on explainable machine learning
Yuanyuan Ma, Pingping Zhang, Shaodong Duan, Tianjie Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Ma, Yuanyuan ; Zhang, Pingping ; Duan, Shaodong ; Zhang, Tianjie |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-13
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| Subject: | Investor sentiment | AdaBoost model | Credit default | Distance to default (DD) | Explainable boosting machine (EBM) model | Feature importance | MD&A(Management discussion and analysis) | Kreditrisiko | Credit risk | China | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Aktiengesellschaft | Listed company |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104305 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014581644