Enhancing credit risk prediction based on ensemble tree-based feature transformation and logistic regression
Jiaming Liu, Jiajia Liu, Chong Wu, Shouyang Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Jiaming ; Liu, Jiajia ; Wu, Chong ; Wang, Shouyang |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 2, p. 429-455
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| Subject: | bagging | boosting | credit risk prediction | decision tree ensemble | feature transformation method | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Entscheidungsbaum | Decision tree | Regressionsanalyse | Regression analysis | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475349