{"id":"https://openalex.org/W2925310892","doi":"https://doi.org/10.1007/s41019-019-0085-9","title":"DMDP: A Dynamic Multi-source Default Probability Prediction Framework","display_name":"DMDP: A Dynamic Multi-source Default Probability Prediction Framework","publication_year":2019,"publication_date":"2019-03-01","ids":{"openalex":"https://openalex.org/W2925310892","doi":"https://doi.org/10.1007/s41019-019-0085-9","mag":"2925310892"},"language":"en","primary_location":{"id":"doi:10.1007/s41019-019-0085-9","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s41019-019-0085-9","pdf_url":"https://link.springer.com/content/pdf/10.1007/s41019-019-0085-9.pdf","source":{"id":"https://openalex.org/S2486411021","display_name":"Data Science and Engineering","issn_l":"2364-1185","issn":["2364-1185","2364-1541"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Data Science and Engineering","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://link.springer.com/content/pdf/10.1007/s41019-019-0085-9.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100627027","display_name":"Yi Zhao","orcid":"https://orcid.org/0000-0001-5616-5988"},"institutions":[{"id":"https://openalex.org/I183067930","display_name":"Shanghai Jiao Tong University","ror":"https://ror.org/0220qvk04","country_code":"CN","type":"education","lineage":["https://openalex.org/I183067930"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yi Zhao","raw_affiliation_strings":["Shanghai Jiao Tong University, Shanghai, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Shanghai Jiao Tong University, Shanghai, China","institution_ids":["https://openalex.org/I183067930"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053338416","display_name":"Yanyan Shen","orcid":"https://orcid.org/0000-0001-8364-3674"},"institutions":[{"id":"https://openalex.org/I183067930","display_name":"Shanghai Jiao Tong University","ror":"https://ror.org/0220qvk04","country_code":"CN","type":"education","lineage":["https://openalex.org/I183067930"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yanyan Shen","raw_affiliation_strings":["Shanghai Jiao Tong University, Shanghai, China"],"raw_orcid":"https://orcid.org/0000-0001-8364-3674","affiliations":[{"raw_affiliation_string":"Shanghai Jiao Tong University, Shanghai, China","institution_ids":["https://openalex.org/I183067930"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006384169","display_name":"Yong Huang","orcid":"https://orcid.org/0000-0002-7963-0720"},"institutions":[{"id":"https://openalex.org/I200769079","display_name":"Hong Kong University of Science and Technology","ror":"https://ror.org/00q4vv597","country_code":"HK","type":"education","lineage":["https://openalex.org/I200769079"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Yong Huang","raw_affiliation_strings":["Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong","institution_ids":["https://openalex.org/I200769079"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5053338416"],"corresponding_institution_ids":["https://openalex.org/I183067930"],"apc_list":null,"apc_paid":null,"fwci":7.3676,"has_fulltext":true,"cited_by_count":21,"citation_normalized_percentile":{"value":0.96680522,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"4","issue":"1","first_page":"3","last_page":"13"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11652","display_name":"Imbalanced Data Classification Techniques","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.983299970626831,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8045631051063538},{"id":"https://openalex.org/keywords/probability-of-default","display_name":"Probability of default","score":0.7545956373214722},{"id":"https://openalex.org/keywords/social-media","display_name":"Social media","score":0.5293384790420532},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.46334749460220337},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4306715428829193},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4156475365161896},{"id":"https://openalex.org/keywords/default","display_name":"Default","score":0.4102437198162079},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3481002449989319},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.34162795543670654},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.261157751083374},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.24968373775482178},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.1725865602493286},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.10986849665641785},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.09399846196174622},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.09134289622306824},{"id":"https://openalex.org/keywords/world-wide-web","display_name":"World Wide Web","score":0.08633878827095032}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8045631051063538},{"id":"https://openalex.org/C2779806880","wikidata":"https://www.wikidata.org/wiki/Q778470","display_name":"Probability of default","level":3,"score":0.7545956373214722},{"id":"https://openalex.org/C518677369","wikidata":"https://www.wikidata.org/wiki/Q202833","display_name":"Social media","level":2,"score":0.5293384790420532},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.46334749460220337},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4306715428829193},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4156475365161896},{"id":"https://openalex.org/C69637215","wikidata":"https://www.wikidata.org/wiki/Q702362","display_name":"Default","level":2,"score":0.4102437198162079},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3481002449989319},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34162795543670654},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.261157751083374},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.24968373775482178},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.1725865602493286},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.10986849665641785},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.09399846196174622},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.09134289622306824},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.08633878827095032},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s41019-019-0085-9","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s41019-019-0085-9","pdf_url":"https://link.springer.com/content/pdf/10.1007/s41019-019-0085-9.pdf","source":{"id":"https://openalex.org/S2486411021","display_name":"Data Science and Engineering","issn_l":"2364-1185","issn":["2364-1185","2364-1541"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Data Science and Engineering","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:382f9ecde5e74f7ebf3f9f31f529b92b","is_oa":false,"landing_page_url":"https://doaj.org/article/382f9ecde5e74f7ebf3f9f31f529b92b","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Data Science and Engineering, Vol 4, Iss 1, Pp 3-13 (2019)","raw_type":"article"},{"id":"pmh:oai:repository.hkust.edu.hk:1783.1-97080","is_oa":false,"landing_page_url":"http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=2364-1185&rft.volume=4&rft.issue=1&rft.date=2019&rft.spage=3&rft.aulast=Zhao&rft.aufirst=Yi&rft.atitle=DMDP%3A%20A%20Dynamic%20Multi-source%20Default%20Probability%20Prediction%20Framework&rft.title=Data%20Science%20and%20Engineering","pdf_url":null,"source":{"id":"https://openalex.org/S4306401796","display_name":"Rare & Special e-Zone (The Hong Kong University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I200769079","host_organization_name":"Hong Kong University of Science and Technology","host_organization_lineage":["https://openalex.org/I200769079"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:repository.ust.hk:1783.1-97080","is_oa":false,"landing_page_url":"http://repository.ust.hk/ir/Record/1783.1-97080","pdf_url":null,"source":{"id":"https://openalex.org/S4306401796","display_name":"Rare & Special e-Zone (The Hong Kong University of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I200769079","host_organization_name":"Hong Kong University of Science and Technology","host_organization_lineage":["https://openalex.org/I200769079"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article"}],"best_oa_location":{"id":"doi:10.1007/s41019-019-0085-9","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s41019-019-0085-9","pdf_url":"https://link.springer.com/content/pdf/10.1007/s41019-019-0085-9.pdf","source":{"id":"https://openalex.org/S2486411021","display_name":"Data Science and Engineering","issn_l":"2364-1185","issn":["2364-1185","2364-1541"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Data Science and Engineering","raw_type":"journal-article"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","score":0.7699999809265137,"display_name":"Peace, Justice and strong institutions"}],"awards":[{"id":"https://openalex.org/G4699996730","display_name":null,"funder_award_id":"61729201","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7617560589","display_name":null,"funder_award_id":"2018YFC0831604","funder_id":"https://openalex.org/F4320335777","funder_display_name":"National Key Research and Development Program of China"},{"id":"https://openalex.org/G8477940696","display_name":null,"funder_award_id":"61602297","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320335777","display_name":"National Key Research and Development Program of China","ror":null}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2925310892.pdf","grobid_xml":"https://content.openalex.org/works/W2925310892.grobid-xml"},"referenced_works_count":35,"referenced_works":["https://openalex.org/W1968023063","https://openalex.org/W1980798497","https://openalex.org/W1981093066","https://openalex.org/W1982120517","https://openalex.org/W1988474781","https://openalex.org/W1991383297","https://openalex.org/W1993922907","https://openalex.org/W1994085451","https://openalex.org/W2004076523","https://openalex.org/W2005510983","https://openalex.org/W2029869759","https://openalex.org/W2032784723","https://openalex.org/W2034489756","https://openalex.org/W2035491076","https://openalex.org/W2035908274","https://openalex.org/W2037877289","https://openalex.org/W2039405854","https://openalex.org/W2051731935","https://openalex.org/W2052611008","https://openalex.org/W2064675550","https://openalex.org/W2085831731","https://openalex.org/W2085988980","https://openalex.org/W2093829413","https://openalex.org/W2103780778","https://openalex.org/W2121635004","https://openalex.org/W2124532504","https://openalex.org/W2156357252","https://openalex.org/W2168123127","https://openalex.org/W2566465989","https://openalex.org/W2741097030","https://openalex.org/W2744043447","https://openalex.org/W2797583072","https://openalex.org/W2884690013","https://openalex.org/W2949382160","https://openalex.org/W4249303080"],"related_works":["https://openalex.org/W2187783179","https://openalex.org/W3088509870","https://openalex.org/W2970043271","https://openalex.org/W2025070497","https://openalex.org/W3164390999","https://openalex.org/W4251458702","https://openalex.org/W3181984114","https://openalex.org/W3121237533","https://openalex.org/W3121365848","https://openalex.org/W2776016901"],"abstract_inverted_index":{"In":[0],"this":[1,98],"paper,":[2],"we":[3,105,129],"propose":[4,130],"a":[5,22,28,41,66,131],"dynamic":[6],"forecasting":[7],"framework,":[8],"named":[9],"DMDP":[10,53,161],"(dynamic":[11],"multi-source":[12],"default":[13,19,25,125,151,164],"probability":[14,20,26,126,152,165],"prediction),":[15],"to":[16,32,60,75,83,115,135],"predict":[17],"the":[18,34,62,85,117,158,167],"of":[21,37,65,87,97,108,119,160],"company.":[23],"The":[24,95],"is":[27],"very":[29],"important":[30],"factor":[31],"assess":[33],"credit":[35],"risk":[36],"listed":[38,168],"companies":[39,169],"on":[40,124],"stock":[42],"market.":[43],"Aiming":[44],"at":[45],"aiding":[46],"financial":[47,58,120,139],"institutions":[48],"in":[49,162,170],"decision":[50],"making,":[51],"our":[52],"framework":[54],"not":[55],"only":[56],"analyzes":[57],"data":[59,145],"capture":[61],"historical":[63],"performance":[64],"company,":[67],"but":[68],"also":[69],"utilizes":[70],"long":[71],"short-term":[72],"memory":[73],"model":[74],"dynamically":[76],"incorporate":[77],"daily":[78],"news":[79,110],"from":[80,112],"social":[81,113,143],"media":[82,114,144],"take":[84],"perceptions":[86],"market":[88],"participants":[89],"and":[90,141],"public":[91],"opinions":[92],"into":[93],"consideration.":[94],"study":[96],"paper":[99],"makes":[100],"two":[101],"key":[102],"contributions.":[103],"First,":[104],"make":[106],"use":[107],"unstructured":[109,142],"crawled":[111],"alleviate":[116],"impact":[118],"fraud":[121],"issue":[122],"made":[123],"prediction.":[127,153],"Second,":[128],"neural":[132],"network":[133],"method":[134],"integrate":[136],"both":[137],"structured":[138],"factors":[140],"with":[146,174],"appropriate":[147],"time":[148],"alignment":[149],"for":[150,166],"Extensive":[154],"experimental":[155],"results":[156],"demonstrate":[157],"effectiveness":[159],"predicting":[163],"mainland":[171],"China,":[172],"compared":[173],"various":[175],"baselines.":[176]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":3}],"updated_date":"2026-06-16T07:32:37.131356","created_date":"2025-10-10T00:00:00"}
