Forecasting the default risk of Chinese listed companies using a gradient-boosted decision tree based on the undersampling technique
Shanshan Wang, Guotai Chi, Ying Zhou and Li Chen
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Shanshan ; Chi, Guotai ; Zhou, Ying ; Chen, Li |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9587, ZDB-ID 2395282-9. - Vol. 17.2023, 4, p. 97-121
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| Subject: | default prediction | Chinese companies | imbalanced data | gradient-boosted decision tree (GBDT) | undersampling | China | Entscheidungsbaum | Decision tree | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Aktiengesellschaft | Listed company | Insolvenz | Insolvency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2023.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485969