Predicting China’s SME Credit Risk in Supply Chain Finance Based on Machine Learning Methods

We propose a new integrated ensemble machine learning (ML) method, i.e., RS-RAB (Random Subspace-Real AdaBoost), for predicting the credit risk of China’s small and medium-sized enterprise (SME) in supply chain finance (SCF). The sample of empirical analysis is comprised of two data sets on a quarte...

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Bibliographic Details
Main Authors: You Zhu, Chi Xie, Gang-Jin Wang, Xin-Guo Yan
Format: Article
Language:English
Published: MDPI AG 2016-05-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/18/5/195