Forecasting the default risk of Chinese listed companies using a gradient-boosted decision tree based on the undersampling technique
Release Time:2024-04-23 Hits:
Date of Publication: 2024-04-21
Journal: JOURNAL OF RISK MODEL VALIDATION
Volume: 17
Issue: 4
Page Number: 97-121
ISSN: 1753-9579
Key Words: BANKRUPTCY PREDICTION; CLASSIFIERS; ENSEMBLE; FINANCIAL DISTRESS PREDICTION; IMBALANCED DATA; LISTING STATUS; MODELS; RATIOS; SVM