Forecasting Credit Risk of SMEs in Supply Chain Finance Using Bayesian Optimization and XGBoost

Table 1

Partial correlation coefficient and F value of operating capacity.

	1. RTR	2. RDs	3. IT	…	12. CCR	13. CAT	14. DSOI	F	Remains
1. RTR	1	0.998	0.073	…	−0.399	−0.077	−0.525	0.498	+
2. RD	0.998	1	−0.026	…	−0.349	−0.074	−0.528	0.221	–
3. IT	0.073	−0.026	1	…	−0.358	0.507	−0.315	NA	+
…	…	…	…	…	…	…	…	…	…
13. CAT	−0.077	−0.074	0.507	…	0.701	1	0.023	0.015	–
14. DSOI	−0.525	−0.528	−0.315	…	0.436	0.023	1	NA	+

Note. “NA” means not to calculate the F value, “+” means keep the index, and “−” means delete the index. Bold values indicate the maximum partial correlation coefficient in each row.