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Multiperiod default probability forecasting
Blümke, Oliver - In: Journal of forecasting 41 (2022) 4, pp. 677-696
Persistent link: https://www.econbiz.de/10013287842
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A comparative study of combining tree-based feature selection methods and classifiers in personal loan default prediction
Guo, Weidong; Zhou, Zach Zhizhong - In: Journal of forecasting 41 (2022) 6, pp. 1248-1313
Persistent link: https://www.econbiz.de/10013465695
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Forecasting forward defaults with the discrete-time hazard model
Hwang, Ruey-ching; Chu, Chih-kang - In: Journal of forecasting 33 (2014) 2, pp. 108-123
Persistent link: https://www.econbiz.de/10010424865
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Firm dynamics and bankruptcy processes : a new theoretical model
Çelik, Şaban; Aktan, Bora; Burton, Bruce G. - In: Journal of forecasting 41 (2022) 3, pp. 567-591
Persistent link: https://www.econbiz.de/10013166161
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On assessing the relative performance of default predictions
Krämer, Walter - In: Journal of forecasting 36 (2017) 7, pp. 854-858
Persistent link: https://www.econbiz.de/10011860762
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A dynamic performance evaluation of distress prediction models
Mousavi, Mohammad Mahdi; Ouenniche, Jamal; Tone, Kaoru - In: Journal of forecasting 42 (2023) 4, pp. 756-784
Persistent link: https://www.econbiz.de/10014292806
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EWT-SMOTE to improve default prediction performance in imbalanced data : analysis of Chinese data
Zhou, Ying; Lin, Xia; Chi, Guotai; Jin, Peng; Li, Mengtong - In: Journal of forecasting 43 (2024) 3, pp. 615-643
Persistent link: https://www.econbiz.de/10014532372
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Subsampled factor models for asset pricing : the rise of Vasa
De Nard, Gianluca; Hediger, Simon; Leippold, Markus - In: Journal of forecasting 41 (2022) 6, pp. 1217-1247
Persistent link: https://www.econbiz.de/10013465694
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Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga; Liu, Qianqiu; Reeves, Jonathan J.; … - In: Journal of forecasting 35 (2016) 6, pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
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Forecasting aggregates with disaggregate variables : does boosting help to select the most relevant predictors?
Zeng, Jing - In: Journal of forecasting 36 (2017) 1, pp. 74-90
Persistent link: https://www.econbiz.de/10011729069