On the Effectiveness of Graph Statistics of Shareholder Relation Network in Predicting Bond Default Risk

Table 1

The performances of features and models in the historical average return regression task.

	CF	GBDT	LGBM	MLP	RF	TabNet	Xgboost
fin	75.62	97.24	76.30	100.46	81.49	105.28	103.48
str	99.04	122.98	94.23	92.91	110.52	95.08	112.30
dis	94.49	113.34	94.96	95.74	109.31	111.40	113.41
str+dis	97.80	116.75	94.26	93.97	108.28	96.91	112.51
fin+str	72.46	98.45	72.02	99.46	80.08	97.46	99.08
fin+dis	72.60	92.14	74.85	94.70	81.40	101.79	103.48
fin+str+dis	75.53	93.39	71.93	97.33	78.16	96.71	100.64