2022
DOI: 10.3390/forecast4010011
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A Hybrid XGBoost-MLP Model for Credit Risk Assessment on Digital Supply Chain Finance

Abstract: Supply Chain Finance (SCF) has gradually taken on digital characteristics with the rapid development of electronic information technology. Business audit information has become more abundant and complex, which has increased the efficiency and increased the potential risk of commercial banks, with credit risk being the biggest risk they face. Therefore, credit risk assessment based on the application of digital SCF is of great importance to commercial banks’ financial decisions. This paper uses a hybrid Extreme… Show more

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Cited by 23 publications
(12 citation statements)
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References 71 publications
(85 reference statements)
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“…Li et al (2022) introduced a supply chain management (SCM) with electronic information technology that is advanced and has become increasingly digital [19]. Financial institutions currently confront more efficiency and risk due to the abundance and complexity of audit information.…”
Section: Literature Reviewmentioning
confidence: 99%
“…Li et al (2022) introduced a supply chain management (SCM) with electronic information technology that is advanced and has become increasingly digital [19]. Financial institutions currently confront more efficiency and risk due to the abundance and complexity of audit information.…”
Section: Literature Reviewmentioning
confidence: 99%
“…Generally speaking, logistics distribution mainly includes the collection and distribution of goods, the assembly of vehiclemounted goods, and the definition of distribution channels. The latter two parts are not only important contents of logistics distribution vehicle planning but also important technologies of logistics distribution [8], as shown in Figure 1.…”
Section: Introductionmentioning
confidence: 99%
“…This approach is probably the reason why for our data set, which has vastly different levels of coverage across the multidimensional phase space, GB vastly over-performs various linear and polynomial algorithms (Section 3). Such superior performance of XGB is well established for financing models (Horemuz 2018), and has opened the path for numerous applications in that sector (Li et al 2022).…”
Section: Methodsmentioning
confidence: 99%