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Improving financial distress prediction using financial network-based information and GA-based gradient Boosting method
Liu, Jiaming; Wu, Chong; Li, Yongli - In: Computational economics 53 (2019) 2, pp. 851-872
Persistent link: https://www.econbiz.de/10012134893
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Dynamic forecasting of financial distress : the hybrid use of incremental bagging and genetic algorithm : empirical study of Chinese listed corporations
Liu, Jiaming; Wu, Chong - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 1, pp. 32-52
Persistent link: https://www.econbiz.de/10011729317
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A k-means++-improved radial basis function neural network model for corporate financial crisis early warning : an empirical model validation for Chinese listed companies
Lv, Danyang; Wu, Chong; Dong, Linxiao - In: The journal of risk model validation 14 (2020) 3, pp. 29-52
Persistent link: https://www.econbiz.de/10014335992
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Interpreting the prediction results of the tree-based gradient boosting models for financial distress prediction with an explainable machine learning approach
Liu, Jiaming; Li, Chengzhang; Ouyang, Peng; Liu, Jiajia; … - In: Journal of forecasting 42 (2023) 5, pp. 1112-1137
Persistent link: https://www.econbiz.de/10014338816
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Enhancing credit risk prediction based on ensemble tree-based feature transformation and logistic regression
Liu, Jiaming; Liu, Jiajia; Wu, Chong; Wang, Shouyang - In: Journal of forecasting 43 (2024) 2, pp. 429-455
Persistent link: https://www.econbiz.de/10014475349