Anticipating bank distress in the Eurozone : an Extreme Gradient Boosting approach
Year of publication: |
2019
|
---|---|
Authors: | Climent Diranzo, Francisco J. ; Momparler, Alexandre ; Carmona, Pedro |
Published in: |
Journal of business research : JBR. - New York, NY : Elsevier, ISSN 0148-2963, ZDB-ID 189773-1. - Vol. 101.2019, p. 885-896
|
Subject: | Bank failure prediction | Bank failure prevention | Bank financial distress | Machine learning | Extreme Gradient Boosting | XGBoost | Bankinsolvenz | Bank failure | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Eurozone | Euro area | Bankenkrise | Banking crisis | Bankrisiko | Bank risk | EU-Staaten | EU countries |
-
Predicting failure in the US banking sector : an extreme gradient boosting approach
Carmona, Pedro, (2019)
-
Banking failure prediction : a boosting classification tree approach
Momparler, Alexandre, (2016)
-
Predicting distress in European banks
Betz, Frank, (2014)
- More ...
-
Revisiting bank failure in the United States : a fuzzy-set analysis
Momparler, Alexandre, (2020)
-
Banking failure prediction : a boosting classification tree approach
Momparler, Alexandre, (2016)
-
Herrera, Rubén, (2021)
- More ...