Credit default prediction of Chinese real estate listed companies based on explainable machine learning
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DOI: 10.1016/j.frl.2023.104305
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Cited by:
- Li, Huan & Wu, Weixing, 2024. "Loan default predictability with explainable machine learning," Finance Research Letters, Elsevier, vol. 60(C).
- Song, Yang & Li, Runfei & Zhang, Zhipeng & Sahut, Jean-Michel, 2024. "ESG performance and financial distress prediction of energy enterprises," Finance Research Letters, Elsevier, vol. 65(C).
- Kuang, Xianhua & Ma, Chaoqun & Ren, Yi-Shuai, 2024. "Credit risk: A new privacy-preserving decentralized credit assessment model," Finance Research Letters, Elsevier, vol. 67(PB).
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Keywords
Credit default; MD&A(Management discussion and analysis); Investor sentiment; Explainable boosting machine (EBM) model; Feature importance; AdaBoost model; Distance to default (DD);All these keywords.
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