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isPartOf:"The review of financial studies"
~isPartOf:"The journal of risk model validation"
~person:"Chen, Wei"
~person:"Chi, Guotai"
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Chen, Wei
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The journal of risk model validation
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ECONIS (ZBW)
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A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting
Chi, Guotai
;
Mandour, Mohamed Abdelaziz
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10014485768
Saved in:
2
Forecasting the default risk of Chinese listed companies using a gradient-boosted decision tree based on the undersampling technique
Wang, Shanshan
;
Chi, Guotai
;
Zhou, Ying
;
Chen, Li
- In:
The journal of risk model validation
17
(
2023
)
4
,
pp. 97-121
Persistent link: https://www.econbiz.de/10014485969
Saved in:
3
What can we learn from what a machine has learned? : interpreting credit risk machine learning models
Bharodia, Nehalkumar
;
Chen, Wei
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012817198
Saved in:
4
An alternative statistical framework for credit default prediction
Uddin, Mohammad S.
;
Chi, Guotai
;
Habib, Tabassum
;
Zhou, Ying
- In:
The journal of risk model validation
14
(
2020
)
2
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335963
Saved in:
5
Determination of weights for an optimal credit rating model based on default and nondefault distance maximization
Chi, Guotai
;
Yuan, Kunpeng
;
Zhou, Ying
;
Gong, Lingling
- In:
The journal of risk model validation
14
(
2020
)
4
,
pp. 65-87
Persistent link: https://www.econbiz.de/10014336043
Saved in:
6
On the correlation and parametric approaches to calculation of credit value adjustment
Pang, Tao
;
Chen, Wei
;
Li, Le
- In:
The journal of risk model validation
11
(
2017
)
3
,
pp. 49-67
Persistent link: https://www.econbiz.de/10011762993
Saved in:
7
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
8
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
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