Comparison of individual, ensemble and integrated ensemble machine learning methods to predict China’s SME credit risk in supply chain finance

2016 ◽  
Vol 28 (S1) ◽  
pp. 41-50 ◽  
Author(s):  
You Zhu ◽  
Chi Xie ◽  
Gang-Jin Wang ◽  
Xin-Guo Yan
Keyword(s):  
Machine Learning ◽  
Supply Chain ◽  
Credit Risk ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Supply Chain Finance ◽  
Ensemble Machine Learning

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

Entropy ◽  
2016 ◽  
Vol 18 (5) ◽  
pp. 195 ◽  
Author(s):  
You Zhu ◽  
Chi Xie ◽  
Gang-Jin Wang ◽  
Xin-Guo Yan
Keyword(s):  
Machine Learning ◽  
Supply Chain ◽  
Credit Risk ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Supply Chain Finance

scholarly journals Completing the Market

2019 ◽  
Vol 19 (292) ◽  
Author(s):  
Nan Hu ◽  
Jian Li ◽  
Alexis Meyer-Cirkel
Keyword(s):  
Machine Learning ◽  
Credit Risk ◽  
Prediction Accuracy ◽  
Ensemble Methods ◽  
Predictive Performance ◽  
Gradient Boosting ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Ensemble Machine Learning ◽  
Out Of Sample Prediction

We compared the predictive performance of a series of machine learning and traditional methods for monthly CDS spreads, using firms’ accounting-based, market-based and macroeconomics variables for a time period of 2006 to 2016. We find that ensemble machine learning methods (Bagging, Gradient Boosting and Random Forest) strongly outperform other estimators, and Bagging particularly stands out in terms of accuracy. Traditional credit risk models using OLS techniques have the lowest out-of-sample prediction accuracy. The results suggest that the non-linear machine learning methods, especially the ensemble methods, add considerable value to existent credit risk prediction accuracy and enable CDS shadow pricing for companies missing those securities.

Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default

2019 ◽  
Vol 22 (03) ◽  
pp. 1950021 ◽  
Author(s):  
Huei-Wen Teng ◽  
Michael Lee
Keyword(s):  
Machine Learning ◽  
Risk Management ◽  
Credit Risk ◽  
Portfolio Management ◽  
Credit Card ◽  
Nearest Neighbors ◽  
Support Vector ◽  
Credit Risk Management ◽  
Learning Methods ◽  
Machine Learning Methods

Machine learning has successful applications in credit risk management, portfolio management, automatic trading, and fraud detection, to name a few, in the domain of finance technology. Reformulating and solving these topics adequately and accurately is problem specific and challenging along with the availability of complex and voluminous data. In credit risk management, one major problem is to predict the default of credit card holders using real dataset. We review five machine learning methods: the [Formula: see text]-nearest neighbors decision trees, boosting, support vector machine, and neural networks, and apply them to the above problem. In addition, we give explicit Python scripts to conduct analysis using a dataset of 29,999 instances with 23 features collected from a major bank in Taiwan, downloadable in the UC Irvine Machine Learning Repository. We show that the decision tree performs best among others in terms of validation curves.

scholarly journals Prediction of Concrete Properties Using Ensemble Machine Learning Methods

2020 ◽  
Vol 1625 ◽  
pp. 012024
Author(s):  
D Prayogo ◽  
D I Santoso ◽  
D Wijaya ◽  
T Gunawan ◽  
J A Widjaja
Keyword(s):  
Machine Learning ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Concrete Properties ◽  
Ensemble Machine Learning

scholarly journals Investigating Algorithmic Stock Market Trading using Ensemble Machine Learning Methods

Informatica ◽  
2020 ◽  
Vol 44 (3) ◽  
Author(s):  
Ramzi Saifan ◽  
Khaled Sharif ◽  
Mohammad Abu-Ghazaleh ◽  
Mohammad Abdel-Majeed
Keyword(s):  
Machine Learning ◽  
Stock Market ◽  
Learning Methods ◽  
Machine Learning Methods ◽  
Ensemble Machine Learning ◽  
Stock Market Trading

scholarly journals Modelling and Forecasting Temporal PM2.5 Concentration Using Ensemble Machine Learning Methods

Buildings ◽  
2022 ◽  
Vol 12 (1) ◽  
pp. 46
Author(s):  
Obuks Augustine Ejohwomu ◽  
Olakekan Shamsideen Oshodi ◽  
Majeed Oladokun ◽  
Oyegoke Teslim Bukoye ◽  
Nwabueze Emekwuru ◽  
...  
Keyword(s):  
Machine Learning ◽  
Air Pollutants ◽  
Data Science ◽  
Climatic Factors ◽  
Extreme Weather Events ◽  
Learning Methods ◽  
Rapid Urbanization ◽  
Machine Learning Methods ◽  
Ensemble Machine Learning ◽  
Pm2.5 Concentration

Exposure of humans to high concentrations of PM2.5 has adverse effects on their health. Researchers estimate that exposure to particulate matter from fossil fuel emissions accounted for 18% of deaths in 2018—a challenge policymakers argue is being exacerbated by the increase in the number of extreme weather events and rapid urbanization as they tinker with strategies for reducing air pollutants. Drawing on a number of ensemble machine learning methods that have emerged as a result of advancements in data science, this study examines the effectiveness of using ensemble models for forecasting the concentrations of air pollutants, using PM2.5 as a representative case. A comprehensive evaluation of the ensemble methods was carried out by comparing their predictive performance with that of other standalone algorithms. The findings suggest that hybrid models provide useful tools for PM2.5 concentration forecasting. The developed models show that machine learning models are efficient in predicting air particulate concentrations, and can be used for air pollution forecasting. This study also provides insights into how climatic factors influence the concentrations of pollutants found in the air.

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