Table 20 Optimal hyperparameters of different methods on NEEQ SMEs dataset
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 | M27 | CDR | M15 | CDR | M21 | INF |
BF + CN | M33 | HT | M33 | INF | M27 | SKAA |
BF + DN | M33 | INF | M36 | CDR | M42 | CDR |
BF + SN | M33 | INF | M27 | CDR | M15 | HT |
BF + CNLD | M33 | SKAA | M27 | INF | M30 | SKAA |
BF + CNAP | M33 | CDR | M30 | CDR | M33 | IND |
BF + DNLD | M33 | SKAA | M33 | IND | M42 | CDR |
BF + DNAP | M33 | SKAA | M27 | CDR | M33 | IND |
BF + SNLD | M33 | CDR | M30 | INF | M33 | IND |
BF + SNAP | M15 | CDR | M24 | IND | M18 | IND |