Forecasting China bond default with severe class-imbalanced data : a simple learning model with causal inference
Michael Peng, Elisheva R. Stern, Hanwen Hu
| Year of publication: |
2025
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|---|---|
| Authors: | Peng, Mike W. ; Stern, Elisheva R. ; Hu, Hanwen |
| Published in: |
Economic modelling. - Amsterdam : Elsevier [u.a.], ISSN 0264-9993, ZDB-ID 2013002-8. - Vol. 144.2025, Art.-No. 106985, p. 1-16
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| Subject: | Causal inference | China bond market | Class imbalance | Credit risk | Default predictions | Ensemble method | Machine-learning | Model interpretability | China | Kreditrisiko | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Rentenmarkt | Bond market | Induktive Statistik | Statistical inference | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2024.106985 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015195157