Credit rating prediction with supply chain information: a machine learning perspective

In this paper, we adopt an ensemble machine learning framework—a Light Gradient Boosting Machine (LightGBM) and develop an algorithmic credit rating prediction model by innovatively incorporating firms’ extra supply chain information both from suppliers and customers. By utilizing data from listed f...

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Veröffentlicht in:	Annals of operations research 2024-11, Vol.342 (1), p.657-686
Hauptverfasser:	Ren, Long, Cong, Shaojie, Xue, Xinlong, Gong, Daqing
Format:	Artikel
Sprache:	eng
Schlagworte:	Business and Management Combinatorics Credit ratings Customers Machine learning Operations Research/Decision Theory Original Research Prediction models Predictions Supply chains Theory of Computation
Online-Zugang:	Volltext
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