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Research on listed companies' credit ratings, considering classification performance and interpretability
Li, Zhe; Chi, Guotai; Zhou, Ying; Liu, Wenxuan - In: The journal of risk model validation 15 (2021) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10014538842
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Financial distress prediction with optimal decision trees based on the optimal sampling probability
Chi, Guotai; Li, Cun; Zhou, Ying; Li, Taotao - In: The journal of risk model validation 18 (2024) 1, pp. 19-44
Persistent link: https://www.econbiz.de/10014556682
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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
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A hybrid model for credit risk assessment : empirical validation by real-world credit data
Chi, Guotai; Uddin, Mohammad S.; Habib, Tabassum; Zhou, Ying - In: The journal of risk model validation 14 (2020) 4, pp. 1-39
Persistent link: https://www.econbiz.de/10014336032
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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
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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