Credit risk evaluation in power market with random forest.
Hiroyuki MoriYasushi UmezawaPublished in: SMC (2007)
Keyphrases
- random forest
- credit risk evaluation
- credit risk
- random forests
- decision trees
- listed companies
- financial data
- feature set
- ensemble methods
- briefly introduced
- multi label
- stock market
- decision making
- risk analysis
- evaluation method
- prediction accuracy
- non stationary
- training set
- neural network
- decision tree learning algorithms