Bankruptcy prediction with a doubly stochastic poisson forward intensity model and low-quality data
Year of publication: |
2021
|
---|---|
Authors: | Berent, Tomasz ; Rejman, Radosław |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 9.2021, 12, p. 1-24
|
Publisher: |
Basel : MDPI |
Subject: | default | bankruptcy risk | Poisson process | doubly stochastic assumption | ROC curve | accuracy ratio | leverage |
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