Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models

Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models

Based on logistic regression (LR) and artificial neural network (ANN) methods, we construct an LR model, an ANN model and three types of a two-stage hybrid model. The two-stage hybrid model is integrated by the LR and ANN approaches. We predict the credit risk of China’s small and medium-sized enter...

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Bibliographic Details
Main Authors: You Zhu, Chi Xie, Bo Sun, Gang-Jin Wang, Xin-Guo Yan
Format: Article
Language:English
Published: MDPI AG 2016-05-01
Series:Sustainability
Subjects:
supply chain financing (SCF)
credit risk
small and medium-sized enterprises (SMEs)
core enterprises (CEs)
financial institutions (FIs)
logistic regression (LR)
artificial neural network (ANN)
two-stage hybrid model
Online Access:http://www.mdpi.com/2071-1050/8/5/433

Internet

http://www.mdpi.com/2071-1050/8/5/433

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