Deep neural networks with L1 and L2 regularization for high dimensional corporate credit risk prediction.
Mei YangMing K. LimYingchi QuXingzhi LiDu NiPublished in: Expert Syst. Appl. (2023)
Keyphrases
- credit risk
- neural network
- high dimensional
- credit risk evaluation
- prediction model
- evaluation method
- risk analysis
- credit scoring
- pattern recognition
- exchange rate
- commercial banks
- financial data
- listed companies
- fuzzy logic
- nearest neighbor
- back propagation
- fraud detection
- high dimensional data
- k nearest neighbor
- artificial neural networks
- feature space
- decision making
- fault diagnosis
- text mining
- information systems
- social networks
- machine learning