Predicting China’s SME Credit Risk in Supply Chain Finance Based on Machine Learning Methods

We propose a new integrated ensemble machine learning (ML) method, i.e., RS-RAB (Random Subspace-Real AdaBoost), for predicting the credit risk of China’s small and medium-sized enterprise (SME) in supply chain finance (SCF). The sample of empirical analysis is comprised of two data sets on a quarte...

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Detalhes bibliográficos

Principais autores:	You Zhu, Chi Xie, Gang-Jin Wang, Xin-Guo Yan
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2016-05-01
coleção:	Entropy
Assuntos:	supply chain finance (SCF) credit risk small and medium-sized enterprises (SMEs) machine learning method
Acesso em linha:	http://www.mdpi.com/1099-4300/18/5/195
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