Leveraging random forest in micro-enterprises credit risk modelling for accuracy and interpretability
Mohammad S. Uddin, Guotai Chi, Mazin A. M. Al Janabi, Tabassum Habib
| Year of publication: |
2022
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|---|---|
| Authors: | Uddin, Mohammad S. ; Chi, Guotai ; Al Janabi, Mazin A. M. ; Habib, Tabassum |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 3, p. 3713-3729
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| Subject: | accuracy | high-dimensional data | interpretability | micro-enterprise | Random Forest | relative variable importance | KMU | SME | Kreditrisiko | Credit risk | Forstwirtschaft | Forestry | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2346 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013330746