Credit risk prediction based on an interpretable three-way decision method: Evidence from Chinese SMEs

Author:

Pang MengORCID,Wang Fengjuan,Li ZheORCID

Funder

National Office for Philosophy and Social Sciences

Chinese National Funding of Social Sciences

Publisher

Elsevier BV

Reference69 articles.

1. A novel framework of credit risk feature selection for SMEs during industry 4.0;Lu;Ann. Oper. Res.,2022

2. Statistical and machine learning models in credit scoring: a systematic literature survey;Dastile;Appl. Soft Comput.,2020

3. Three-way decisions based software defect prediction;Li;Knowl. -Based Syst.,2016

4. Density-induced support vector data description;Lee;IEEE Trans. Neural Netw.,2007

5. Prospect theory and stock market anomalies;Barberis;J. Financ.,2021

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