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A model combining Optuna and the light gradient-boosting machine algorithm for credit default forecasting

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  • Xinyong Lu
  • Yuchong Li
  • Jiaxin Wang
  • Xuewei Liu
  • Jiahui Wei

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  • Xinyong Lu & Yuchong Li & Jiaxin Wang & Xuewei Liu & Jiahui Wei, . "A model combining Optuna and the light gradient-boosting machine algorithm for credit default forecasting," Journal of Risk Model Validation, Journal of Risk Model Validation.
    • Handle: RePEc:rsk:journ5:7960108
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    File URL: https://www.risk.net/journal-of-risk-model-validation/7960108/a-model-combining-optuna-and-the-light-gradient-boosting-machine-algorithm-for-credit-default-forecasting
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