Paiinti Meenakshi

Financial Risk Prediction using LASSO-GBDT Hybrid Modeling with TOPSIS-based Multi-Criteria Evaluation

Standard credit-risk scorecards rely on linear ratio thresholds that break down when feature interactions are nonlinear and observations carry temporal dependencies. Qualitative signals embedded in corporate disclosures—tone shifts, forward-looking hedges, and sector-specific terminology—remain largely ignored by numer...