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Improving the Comparability of Insolvency Predictions

Bemmann, Martin - 2005

This working paper aims at improving the comparability of forecast quality measures of insolvency prediction studies …. For this purpose, in a first step commonly used accuracy measures for categorical, ordinal and cardinal insolvency … cardinal into ordinal accuracy measures is presented, by which comparisons of insolvency prediction results of older and …

Persistent link: https://www.econbiz.de/10014064607

Ansatzpunkte für die betriebswirtschaftliche Prüfung und Verbesserung von Ratingsystemen

Bemmann, Martin; Gleißner, Werner - In: Prüfung des Kreditgeschäfts durch die Interne …, (pp. 179-217). 2007

Persistent link: https://www.econbiz.de/10003574533

Verbesserung der Vergleichbarkeit von Schätzgüteergebnissen von Insolvenzprognosestudien

Bemmann, Martin (contributor) - 2005

Persistent link: https://www.econbiz.de/10003079808

Credit default prediction modeling : an application of support vector machine

Moula, Fahmida E.; Chi, Guotai; Abedin, Mohammad Zoynul - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 2, pp. 158-187

Persistent link: https://www.econbiz.de/10011738422

Default prediction based on a locally weighted dynamic ensemble model for imbalanced data

Xing, Jin; Chi, Guotai; Pan, Ancheng - In: The journal of risk model validation 18 (2024) 1, pp. 45-73

Persistent link: https://www.econbiz.de/10014556698

Effect of the company relationship network on default prediction : evidence from Chinese listed companies

Chi, Guotai; Zhou, Ying; Shen, Long; Xiong, Jian; Yan, … - In: International journal of theoretical and applied … 25 (2022) 6, pp. 1-22

Persistent link: https://www.econbiz.de/10014235018

A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description

Yuan, Kunpeng; Chi, Guotai; Zhou, Ying; Yin, Hailei - In: Research in international business and finance 59 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10013402102

An alternative statistical framework for credit default prediction

Uddin, Mohammad S.; Chi, Guotai; Habib, Tabassum; Zhou, Ying - In: The journal of risk model validation 14 (2020) 2, pp. 65-101

Persistent link: https://www.econbiz.de/10014335963

Improving the Comparability of Insolvency Predictions (Verbesserung Der Vergleichbarkeit Von Schaetzgueteergebnissen Von Insolvenzprognosestudien) (German Version)

Bemmann, Martin - 2005

This working paper aims at improving the comparability of forecast quality measures of in-solvency prediction studies …. For this purpose, in a first step commonly used accuracy measures for categorial, ordinal and cardinal insolvency … cardinal into ordinal accuracy measures is presented, by which comparisons of insolvency prediction results of older and …

Persistent link: https://www.econbiz.de/10014064427

Forecasting the default risk of Chinese listed companies using a gradient-boosted decision tree based on the undersampling technique

Wang, Shanshan; Chi, Guotai; Zhou, Ying; Chen, Li - In: The journal of risk model validation 17 (2023) 4, pp. 97-121

Persistent link: https://www.econbiz.de/10014485969