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Support vector machines for default prediction of SMEs based on technology credit

Kim, Hong Sik; Sohn, So Young - In: European journal of operational research : EJOR 201 (2010) 3, pp. 838-846

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The failure of models that predict failure : distance, incentives, and defaults

Rajan, Uday; Seru, Amit; Vig, Vikrant - In: Journal of financial economics 115 (2015) 2, pp. 237-260

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An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market

Fitzpatrick, Trevor; Mues, Christophe - In: European journal of operational research : EJOR 249 (2016) 2, pp. 427-439

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Financial ratios and corporate governance indicators in bankruptcy prediction : a comprehensive study

Liang, Deron; Lu, Chia-Chi; Tsai, Chih-Fong; Shih, Guan-An - In: European journal of operational research : EJOR 252 (2016) 2, pp. 561-572

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A two-stage classification technique for bankruptcy prediction

Jardin, Philippe du - In: European journal of operational research : EJOR 254 (2016) 1, pp. 236-252

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Cure events in default prediction

Wolter, Marcus; Rösch, Daniel - In: European journal of operational research : EJOR 238 (2014) 3, pp. 846-857

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Prediction of financial distress : an empirical study of listed Chinese companies using data mining

Geng, Ruibin; Bose, Indranil; Chen, Xi - In: European journal of operational research : EJOR 241 (2015) 1, pp. 236-247

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Support vector regression for loss given default modelling

Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538

Persistent link: https://www.econbiz.de/10010487012

Bankruptcy prediction using terminal failure processes

Jardin, Philippe du - In: European journal of operational research : EJOR 242 (2015) 1, pp. 286-303

Persistent link: https://www.econbiz.de/10010488004

Multi-Period Corporate Failure Prediction with Stochastic Covariates

Duffie, Darrell - 2009

We provide maximum likelihood estimators of term structures of conditional probabilities of bankruptcy over relatively … dependence of the level and shape of the term structure of conditional future bankruptcy probabilities on a firm's distance to …

Persistent link: https://www.econbiz.de/10012767637