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Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
Xing, Jin; Chi, Guotai; Pan, Ancheng - In: The journal of risk model validation 18 (2024) 1, pp. 45-73
Persistent link: https://www.econbiz.de/10014556698
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Instance-dependent misclassification cost-sensitive learning for default prediction
Xing, Jin; Chi, Guotai; Pan, Ancheng - In: Research in international business and finance 69 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015052446
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Default forecasting based on a novel group feature selection method for imbalanced data
Chi, Guotai; Xing, Jin; Pan, Ancheng - In: The journal of credit risk : published quarterly by … 19 (2023) 3, pp. 51-77
Persistent link: https://www.econbiz.de/10014489147
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Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei; Peng, Yijie; Fu, Michael; Hu, Jian-Qiang - In: European journal of operational research : EJOR 308 (2023) 1, pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
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Contagion network, portfolio credit risk, and financial crisis
Fu, Michael; Li, Bingqing; Li, Fei; Wu, Rongwen - In: European journal of operational research : EJOR 321 (2025) 3, pp. 942-957
Persistent link: https://www.econbiz.de/10015409939