The extraction of early warning features for predicting financial distress based on XGBoost model and shap framework
He Yang, Emma Li, Yi Fang Cai, Jiapei Li and George X. Yuan
| Year of publication: |
2021
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| Authors: | Yang, He ; Li, Emma ; Cai, Yi Fang ; Li, Jiapei ; Yuan, George |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 3, p. 1-24
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| Subject: | AUC and KS testing | early-warning feature | Financial distress | machine learning | SHAP framework | XGBoost | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Frühwarnsystem | Early warning system | Künstliche Intelligenz | Artificial intelligence | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786321410048 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012655030