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.

 CFGBDTLGBMMLPRFTabNetXgboost

fin1.00.961.00.901.00.00.97
str0.961.01.00.01.00.080.97
dis0.950.890.970.01.00.060.94
str+dis0.961.00.970.01.00.061.0
fin+str1.00.941.00.921.00.00.97
fin+dis1.00.941.00.481.01.00.97
fin+str+dis1.00.981.00.131.00.140.97