Default Risk Prediction on Bloomberg Korea Stock Exchange 2010-2015 (5% labeled budget)
0.07Normalized RMSEE-CNN
Evaluation results
| Method | Links | |
|---|---|---|
| E-CNNMethod Category=SSL2026.05 | 0.07 | |
| SSDRMethod Category=SSL2026.05 | 0.07 | |
| RFMethod Category=SL22026.05 | 0.08 | |
| LapRLSMethod Category=SSL2026.05 | 0.08 | |
| SDMMethod Category=SL12026.05 | 0.09 | |
| LASSO1Method Category=SL22026.05 | 0.09 | |
| SVRMethod Category=SL22026.05 | 0.1 | |
| KRRMethod Category=SL22026.05 | 0.1 | |
| CNNMethod Category=SL32026.05 | 0.1 | |
| RFMethod Category=SL32026.05 | 0.12 | |
| LASSO2Method Category=SL32026.05 | 0.18 |