Advanced modeling default risk for innovative SMEs: based on the Lasso method

MaRDI QIDQ5028883zbMATH OpenFDO

Authors Chunran Wen, Tiancai Xing, Chuanhe Shen

Publication date 11 February 2022

Full work available at URL http://yokohamapublishers.jp/online2/opjnca/vol22/p2103.html

zbMATH Keywords

default riskinnovation inputLasso logistic model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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(2)

• Predicting SME's default: are their websites informative?
• Random effects logistic regression model for default prediction of technology credit guarantee fund

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