An explainable financial risk early warning model based on the DS-XGBoost model

Author:

Zhang TianjiaoORCID,Zhu WeidongORCID,Wu Yong,Wu ZihaoORCID,Zhang Chao,Hu Xue

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Finance

Reference22 articles.

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2. Market Signaling: Information Transfer in Hiring and Related Processes;Michael Spence,1974

3. Explainable machine learning in credit risk management;Bussmann;Comput. Econ.,2021

4. The role of environmental, social, and governance (ESG) in predicting bank financial distress;Citterio;Finance Res. Lett.,2023

5. Upper and lower probability inferences for families of hypotheses with monotone density ratios;Dempster;Ann Math Stat,1969

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