Forecasting SMEs' credit risk in supply chain finance with a sampling strategy based on machine learning techniques

DOI10.1007/s10479-022-04518-5OpenAlexW4210688423MaRDI QIDQ6188758

Lujie Chen, Liukai Wang, Qifa Xu, Fu Jia

Publication date: 8 February 2024

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-022-04518-5

zbMATH Keywords

supply chain financecredit risk forecastingimbalanced sampling strategykey variable selectionpartial dependency analysis

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Transportation, logistics and supply chain management (90B06) Credit risk (91G40)

Cites Work

• The financing of innovative SMEs: a multicriteria credit rating model
• Random survival forests models for SME credit risk measurement
• Systemic risk, financial markets, and performance of financial institutions
• A prediction-driven mixture cure model and its application in credit scoring
• Support-vector networks
• Random forests
• Peer‐to‐peer financing choice of SME entrepreneurs in the re‐emergence of supply chain localization

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