Domain-Constrained Stacking Framework for Credit Default Prediction

Accurate and reliable credit risk classification is fundamental to the stability of financial systems and the efficient allocation of capital. However, with the rapid expansion of customer information in both volume and complexity, traditional rule-based or purely statistical approaches have become...

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Bibliografski detalji

Glavni autori:	Ming-Liang Ding, Yu-Liang Ma, Fu-Qiang You
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2025-10-01
Serija:	Mathematics
Teme:	credit risk prediction domain-constrained modeling stacking ensemble
Online pristup:	https://www.mdpi.com/2227-7390/13/21/3451
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