Default Risk Prediction on FnGuide Korea Stock Exchange 5% labeled 2010-2015
0.06Normalized RMSEE-CNN
Evaluation results
| Method | Links | |
|---|---|---|
| E-CNNMethod Category=SSL2026.05 | 0.06 | |
| SSDRMethod Category=SSL2026.05 | 0.06 | |
| LapRLSMethod Category=SSL2026.05 | 0.07 | |
| RFMethod Category=SL22026.05 | 0.11 | |
| SDMMethod Category=SL12026.05 | 0.12 | |
| SVRMethod Category=SL22026.05 | 0.15 | |
| KRRMethod Category=SL22026.05 | 0.15 | |
| LASSO1Method Category=SL22026.05 | 0.18 | |
| RFMethod Category=SL32026.05 | 0.378 | |
| LASSO2Method Category=SL32026.05 | 0.51 | |
| CNNMethod Category=SL32026.05 | 0.52 |