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

DOI10.1142/S021902492250025XzbMATH Open1505.91405OpenAlexW4290599473MaRDI QIDQ5048583FDOQ5048583

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

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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)

Cites Work

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

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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