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预测中小企业违约:它们的网站有信息含量吗?

Predicting SME’s default: Are their websites informative?

Economics Letters · 2021
被引 20
人大 BABS 3

中文导读

研究从西班牙企业网站抓取在线指标,用非线性判别分析和逻辑回归预测违约风险,对信用评估和风险管理有参考价值。

Abstract

We propose the use of online indicators, scraped from the firms’ websites, to predict default risk for a sample of Spanish firms via nonlinear discriminant analysis and the logistic regression model.

中小企业违约风险机器学习信用风险