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Crypto-coins and credit risk : modelling and forecasting their probability of death

Fantazzini, Dean - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-34

This paper examined a set of over two thousand crypto-coins observed between 2015 and 2020 to estimate their credit risk by computing their probability of death. We employed different definitions of dead coins, ranging from academic literature to professional practice; alternative forecasting...

Persistent link: https://www.econbiz.de/10013370404

Evidential strategies in financial statement analysis : a corpus linguistic text mining approach to bankruptcy prediction

Nießner, Tobias; Gross, Daniel H.; Schumann, Matthias - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-15

accuracy of bankruptcy prediction models. In this research, a dataset of 924,903 financial statements from 355,704 German … features based on the analysis of evidential strategies that can be used to improve corporate bankruptcy prediction. The …

Persistent link: https://www.econbiz.de/10013471230