金融营销中一种增强的集成机器学习方法

Venkateswararao. Podile, Anuradha Averineni, Dhanush Kethineni, Darapaneni Brahma Naidu, Bezawada Venkata Naga Sai Vignesh, M. R. Krishna Reddy
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引用次数: 0

摘要

近年来,金融机构在使用供应链金融(supply chain finance,简称SCF)方面一直犹豫不决。这是因为SCF代表供应链融资,用于解决中小企业的融资需求。目前财务规划行业中最困难和最耗时的任务之一是对中小企业的信用风险进行评估。另一方面,采用传统的信用风险模型无法提供这种预测的要求。本文使用了一个叠加模型,该模型考虑了技术方面和宏观经济数据,以便根据不久前生效的价格对股票价格指数的运动做出预测。交叉验证过程的递归应用是为了产生二级分类器的输入。这样做是为了降低模型被数据过度约束的风险。逻辑回归及其正则化版本被用作类学习基本分类器的第二层元分类器。我们的研究结果是一个详尽的堆叠架构,有可能应用于银行业。
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An Enhanced Ensemble Machine Learning Methods in Financial Marketing
In recent years, financial institutions (FIs) have been hesitant when it comes to using supply chain finance (SCF), which is short for supply chain financing. This is because SCF stands for supply chain financing, which is used to address the financing needs of small and medium-sized businesses. One of the most difficult and time-consuming tasks in the industry of financial planning is currently the assessment of the credit risk that is posed by small and medium-sized enterprises (SME). On the other hand, the requirements of such forecasting are not something that can be provided by employing conventional models of credit risk. This article uses a stacking model, which takes into account both technical aspects and macroeconomic data, in order to make predictions regarding the movement of the stock price index in reference to the price that was in effect not too long ago. A recursive application of the cross-validation procedure is carried out in order to produce the input for the second-level classifier. This is done to mitigate the risk of the model being overly constrained by the data. Logistic regression and its regularized version are used as meta-classifiers in the second layer to the fundamental classifier to class learning. The outcome of our research is an exhaustive stacking architecture that has the potential to be applied in the banking sector.
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