Default prediction framework with optimal feature set and matching ratio
Guotai Chi, Fengshan Bai, Hongping Tan, Ying Zhou
| Year of publication: |
2025
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|---|---|
| Authors: | Chi, Guotai ; Bai, Fengshan ; Tan, Hongping ; Zhou, Ying |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 7, p. 2067-2088
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| Subject: | default prediction | feature selection | neural network | optimal imbalance ratio | SHAP analysis | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3284 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015464763