Credit default prediction of Chinese real estate listed companies based on explainable machine learning
Year of publication: |
2023
|
---|---|
Authors: | Ma, Yuanyuan ; Zhang, Pingping ; Duan, Shaodong ; Zhang, Tianjie |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-13
|
Subject: | Investor sentiment | AdaBoost model | Credit default | Distance to default (DD) | Explainable boosting machine (EBM) model | Feature importance | MD&A(Management discussion and analysis) | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | China | Kreditwürdigkeit | Credit rating |
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