Big data analytics for default prediction using graph theory

作者：

Highlights：

• We improve the success of default prediction models by using graph theory.

• Big data platform is used to ensure high performance in terms of time and cost.

• Experimental analysis is conducted with more than one million Turkish companies.

• The contributions of inputs are demystified by interpretable machine learning.

摘要

•We improve the success of default prediction models by using graph theory.•Big data platform is used to ensure high performance in terms of time and cost.•Experimental analysis is conducted with more than one million Turkish companies.•The contributions of inputs are demystified by interpretable machine learning.

论文关键词：Big data analytics,Graph theory,Machine learning,Default prediction,SHAP value

论文评审过程：Received 24 August 2020, Revised 28 February 2021, Accepted 1 March 2021, Available online 13 March 2021, Version of Record 31 March 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.114840