The 16th Frontier Forum for Digital Technology and Finance

Abstract:

1. Research background, significance and innovation

1.1 Significance of small enterprise credit risk identification. significances

1.2 Two scientific propositions. Two Scientific Propositions

1.3 Similarities and differences between two scientific issues and the Blueprint Papers

1.4 Innovation points. Contributions

1.5 Research findings. Research Findings

2. Research status

2.1 Research status of optimal index combination selection

2.2 Research status of index numerical transformation

3. Construction of default discrimination model

3.1 Model accuracy standard

3.2 Sample and model

3.3 Optimal index combination selection

3.4 Transformation of optimal index value - deep neural network transformation

3.5 Construction of default discrimination model

3.6 Determination of importance of indicators

4. Empirical analysis

4.1 Data Sources

4.2 Determination of optimal index combination

4.3 Transformation of indicator values

4.4 Construction of default discrimination model

4.5 Comparative analysis: (1) comparison of innovation points, (2) comparison with blueprint literature, and (3) comparison of multiple models

4.6 Analysis of the importance of indicators

5. Research conclusions

5.1 Main Conclusions

5.2 Main innovations and features

Speaker Introduction：

Guotai Chi is a second-level professor and doctoral supervisor at the School of Economics and Management, Dalian University of Technology. He holds a PhD in Management Science and Engineering. Dalian University of Technology "leading talent", Dalian local full-time high-level talent (leading talent). Director, Financial Risk and System Evaluation Management Research Center, Dalian University of Technology. As the first completed person, he won 1 third prize (Government award) for outstanding scientific research achievements (Humanities and Social Sciences) in higher education institutions of the Ministry of Education; Liaoning Province Philosophy and Social Science achievement Award second prize (government award)6. He has published more than 160 academic papers in Class A journals recognized by the Management Science Department of the National Natural Science Foundation of China. Published 4 papers in AJG(ABS)3* journals such as Journal of the Operational Research society, International Journal of Finance and Economics. He has published 10 papers in AJG(ABS)2* journals such as Economic Modelling, Management Decision, Journal of Forecasting, etc. He has published 8 papers in AJG(ABS)1* journals such as Expert Systems With Applications, journal of Risk Model Validation, Journal of Credit Risk, etc. He has published more than 20 papers in other SSCI indexed international journals.