Kunpeng Yuan

Kunpeng Yuan is a PhD candidate of investment and studies in the School of Economics and Management of Dalian University of Technology, Dalian 116024, China. His research interest includes credit scoring, credit risk assessment, feature engineering, and data mining.

Articles by Kunpeng Yuan

Original research

Determination of weights for an optimal credit rating model based on default and nondefault distance maximization

This study proposes a credit rating model that accurately identifies default and nondefault companies by maximizing intergroup credit score deviations and minimizing intragroup deviations.

22 Jan 2021