Instance-dependent misclassification cost-sensitive learning for default prediction
Jin Xing, Guotai Chi, Ancheng Pan
| Year of publication: |
2024
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|---|---|
| Authors: | Xing, Jin ; Chi, Guotai ; Pan, Ancheng |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102265, p. 1-15
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| Subject: | Credibility | Default prediction | Difficulty of instances | Misclassification cost-sensitive | Optimal threshold | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency | Glaubwürdigkeit |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102265 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052446