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A Hybrid Approach for Predicting Corporate Financial Risk: Integrating SMOTE-ENN and NGBoost.
Yikun Zhu
Yanrong Hu
Qingyang Liu
Hongjiu Liu
Chunxin Ma
Jianxin Yin
Published in:
IEEE Access (2023)
Keyphrases
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financial risk
back propagation
online banking
financial markets
imbalanced data sets
evolutionary neural networks
decision making
long term
input output
class distribution
imbalanced data