Entropy method of constructing a combined model for improving loan default prediction: A case study in China.
Yiheng LiWeidong ChenPublished in: J. Oper. Res. Soc. (2021)
Keyphrases
- prediction model
- statistical model
- predictive model
- mathematical model
- objective function
- evaluation method
- similarity measure
- sensitivity analysis
- hybrid model
- probabilistic model
- study proposes
- markov model
- input data
- dynamic programming
- cost function
- modeling method
- linear model
- high order
- linear regression model
- prior knowledge
- parameter estimation
- classification method
- regression analysis
- statistical methods
- mutual information
- parameter space
- em algorithm
- monte carlo simulation
- tree structure
- support vector machine svm
- case study
- significant improvement
- theoretical analysis
- bayesian framework
- prior information
- closed form
- test data
- energy function
- bp neural network
- neural network model
- high accuracy
- clustering method
- reconstruction method
- computational complexity