From: Clues from networks: quantifying relational risk for credit risk evaluation of SMEs
Model | LR | RF | XGB | |||
---|---|---|---|---|---|---|
Time | Weight function | Time | Weight function | Time | Weight function | |
BF + RS | M24 | SKAA | M3 | HT | M48 | CDR |
BF + CN | M3 | SKAA | M42 | CDR | M48 | HT |
BF + DN | M42 | SKAA | M36 | SKAA | M42 | INF |
BF + SN | M42 | IND | M42 | CDR | M18 | HT |
BF + CNLD | M42 | IND | M36 | CDR | M48 | SKAA |
BF + CNAP | M12 | SKAA | M12 | CDR | M42 | SKAA |
BF + DNLD | M36 | CDR | M36 | SKAA | M48 | IND |
BF + DNAP | M3 | INF | M12 | SKAA | M3 | INF |
BF + SNLD | M42 | CDR | M18 | SKAA | M48 | SKAA |
BF + SNAP | M42 | CDR | M42 | CDR | M8 | CDR |