EFFECT OF THE COMPANY RELATIONSHIP NETWORK ON DEFAULT PREDICTION: EVIDENCE FROM CHINESE LISTED COMPANIES

DOI10.1142/S021902492250025XMaRDI QIDQ5048583zbMATH OpenOpenAlexFDO

Authors Guotai Chi, Ying Zhou, Long Shen, Jian Xiong, Hongjia Yan

Publication date 16 November 2022

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021902492250025x

zbMATH Keywords

big dataSVMdefault predictionrelationship networkindicator systems

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

• A hybrid adaptively genetic algorithm for task scheduling problem in the phased array radar
• A mixed integer linear programming support vector machine for cost-effective group feature selection: branch-cut-and-price approach
• Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
• Modeling frailty-correlated defaults using many macroeconomic covariates
• Nonparametric feature selection by random forests and deep neural networks
• Profit driven decision trees for churn prediction
• Using neural network rule extraction and decision tables for credit-risk evaluation

Cited in

(3)

• Top management compensation and the KMV default risk in China
• The research on credit risk of business groups with prespective of related party transaction
• Behaviour-based short-term invoice probability of default evaluation

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