Construction of a financial default risk prediction model based on the LightGBM algorithm.
Bo GaoVipin BalyanPublished in: J. Intell. Syst. (2022)
Keyphrases
- detection algorithm
- prediction algorithm
- times faster
- matching algorithm
- convergence rate
- dynamic programming
- decision making
- significant improvement
- cost function
- expectation maximization
- computational cost
- experimental evaluation
- preprocessing
- computational complexity
- learning algorithm
- improved algorithm
- ant colony optimization
- optimization algorithm
- high accuracy
- probabilistic model
- search space
- image sequences
- input data
- data sets
- clustering method
- classification algorithm
- objective function
- reinforcement learning
- model free
- image segmentation
- financial data
- portfolio optimization