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Forecasting the default risk of Chinese listed companies using a gradient-boosted decision tree based on the undersampling technique

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Date of Publication:2024-04-21

Journal:JOURNAL OF RISK MODEL VALIDATION

Volume:17

Issue:4

Page Number:97-121

ISSN No.:1753-9579

Key Words:BANKRUPTCY PREDICTION; CLASSIFIERS; ENSEMBLE; FINANCIAL DISTRESS PREDICTION; IMBALANCED DATA; LISTING STATUS; MODELS; RATIOS; SVM

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