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Multiperiod corporate default prediction : a forward intensity approach

Duan, Jin-Chuan; Sun, Jie; Wang, Tao - In: Journal of econometrics 170 (2012) 1, pp. 191-209

Persistent link: https://www.econbiz.de/10009673113

Multiperiod Corporate Default Prediction - A Forward Intensity Approach

Duan, Jin-Chuan - 2012

A forward intensity model for the prediction of corporate defaults over different future periods is proposed. Maximum pseudo-likelihood analysis is then conducted on a large sample of the US industrial and financial firms spanning the period 1991-2011 on a monthly basis. Several commonly used...

Persistent link: https://www.econbiz.de/10013115024

Integration of random sample selection, support vector machines and ensembles for financial risk forecasting with an empirical analysis on the necessity of feature selection

Sun, Jie - In: Intelligent systems in accounting finance and … 19 (2012) 4, pp. 229-246

Persistent link: https://www.econbiz.de/10009703324

Business failure prediction using hybrid2 case-based reasoning (H2CBR)

Li, Hui; Sun, Jie - In: Computers & operations research : and their … 37 (2010) 1, pp. 137-151

Persistent link: https://www.econbiz.de/10003904464

Hybridizing principles of TOPSIS with case-based reasoning for business failure prediction

Li, Hui; Adeli, Hojjat; Sun, Jie; Han, Jian-guang - In: Computers & operations research : and their … 38 (2011) 2, pp. 409-419

Persistent link: https://www.econbiz.de/10008669154

Forecasting business failure : the use of nearest-neighbour support vectors and correcting imballanced samples ; evidence from the Chinese hotel industry

Li, Hui; Sun, Jie - In: Tourism management : research, policies, practice 33 (2012) 3, pp. 622-634

Persistent link: https://www.econbiz.de/10009489074

Predicting business failure using an RSF-based case-based reasoning ensemble forecasting method

Li, Hui; Sun, Jie - In: Journal of forecasting 32 (2013) 2, pp. 180-192

Persistent link: https://www.econbiz.de/10009758662

Parametric prediction on default risk of Chinese listed tourism companies by using random oversampling, isomap, and locally linear embeddings on imbalanced samples

Li, Hui; Li, Jia; Chang, Pei-chann; Sun, Jie - In: International journal of hospitality management 35 (2013), pp. 141-151

Persistent link: https://www.econbiz.de/10010225823

Small sample-oriented case-based kernel predictive modeling and its economic forecasting applications under n-splits-k-times hold-out assessment

Li, Hui; Hong, Lu-yao; He, Jia-xun; Xu, Xuan-guo; Sun, Jie - In: Economic modelling 33 (2013), pp. 747-761

Persistent link: https://www.econbiz.de/10010194401

Imbalance-oriented SVM methods for financial distress prediction : a comparative study among the new SB-SVM-ensemle method and traditional methods

Sun, Jie; Shang, Zhiming; Li, Hui - In: Journal of the Operational Research Society : OR 65 (2014) 12, pp. 1896-1904

Persistent link: https://www.econbiz.de/10010481864