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

Table 2

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

	CF	GBDT	LGBM	MLP	RF	TabNet	Xgboost
fin	139.94	162.53	155.17	216.03	145.08	163.79	179.63
str	168.46	203.02	166.18	164.04	207.83	179.19	176.35
dis	169.24	180.47	167.76	170.57	191.73	180.47	188.67
str + dis	166.73	193.12	163.78	170.96	203.74	175.82	187.19
fin + str	141.30	160.03	152.38	191.16	150.67	164.18	206.46
fin + dis	141.12	161.48	153.10	173.42	144.87	161.96	201.78
fin + str + dis	143.75	157.88	151.39	158.72	154.13	167.37	198.96