location: Current position: Home >> Scientific Research >> Paper Publications

Leveraging random forest in micro-enterprises credit risk modelling for accuracy and interpretability

Hits:

Date of Publication:2022-10-03

Journal:INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS

ISSN No.:1076-9307

Key Words:"accuracy; high-dimensional data; interpretability; micro-enterprise; Random Forest; relative variable importance"

Pre One:Leveraging random forest in micro-enterprises credit risk modeling for accuracy and interpretability

Next One:Determination of weights for an optimal credit rating model based on default and nondefault distance maximization