A two-stage hybrid credit risk prediction model based on XGBoost and graph-based deep neural network.
Jiaming LiuSicheng ZhangHaoyue FanPublished in: Expert Syst. Appl. (2022)
Keyphrases
- credit risk
- neural network
- prediction model
- credit risk evaluation
- evaluation method
- credit scoring
- risk analysis
- artificial neural networks
- listed companies
- fuzzy logic
- pattern recognition
- financial data
- back propagation
- neural network model
- commercial banks
- exchange rate
- feature selection
- credit card
- fraud detection
- knowledge discovery
- fault diagnosis
- fuzzy sets