Research Article
On the Effectiveness of Graph Statistics of Shareholder Relation Network in Predicting Bond Default Risk
Table 3
The performances of features and models in the default event classification task.
| ā | CF | GBDT | LGBM | MLP | RF | TabNet | Xgboost |
| fin | 1.0 | 0.96 | 1.0 | 0.90 | 1.0 | 0.0 | 0.97 | str | 0.96 | 1.0 | 1.0 | 0.0 | 1.0 | 0.08 | 0.97 | dis | 0.95 | 0.89 | 0.97 | 0.0 | 1.0 | 0.06 | 0.94 | str+dis | 0.96 | 1.0 | 0.97 | 0.0 | 1.0 | 0.06 | 1.0 | fin+str | 1.0 | 0.94 | 1.0 | 0.92 | 1.0 | 0.0 | 0.97 | fin+dis | 1.0 | 0.94 | 1.0 | 0.48 | 1.0 | 1.0 | 0.97 | fin+str+dis | 1.0 | 0.98 | 1.0 | 0.13 | 1.0 | 0.14 | 0.97 |
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