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Standardisierte Insolvenzprognose mit Hilfe qualitativer Faktoren : die Z-/Q-Methode
Hesselmann, Stephan - 1993
Persistent link: https://www.econbiz.de/10000878279
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Prognose von Insolvenzwahrscheinlichkeiten mit Hilfe logistischer neuronaler Netzwerke
Anders, Ulrich - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 50 (1998) 10, pp. 892-915
Persistent link: https://www.econbiz.de/10001248427
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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
Persistent link: https://www.econbiz.de/10011436704
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A new methodology for estimating internal credit risk and bankruptcy prediction under Basel II regime
Naresh Kumar, M.; Rao, V. Sree Hari - In: Computational economics 46 (2015) 1, pp. 83-102
Persistent link: https://www.econbiz.de/10011441045
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Default prediction using Piotroski's F-score
Agrawal, Khushbu - In: Global business review 16 (2015) 5, pp. 175-186
Persistent link: https://www.econbiz.de/10011410371
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Bankruptcy prediction using support vector machines and feature selection during the recent financial crisis
Dellepiane, Umberto; Di Marcantonio, Michele; Laghi, Enrico - In: International journal of economics and finance 7 (2015) 8, pp. 182-195
Persistent link: https://www.econbiz.de/10011346867
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Credit scoring and default risk prediction : a comparative study between discriminant analysis & logistic regression
Khemais, Zaghdoudi; Nesrine, Djebali; Mohamed, Mezni - In: International journal of economics and finance 8 (2016) 4, pp. 39-53
Persistent link: https://www.econbiz.de/10011456360
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Analysis of financial distress model with Altman, Zmijewski and CA score in predicting the condition of financial distress in manufacturing public companies in Indonesia
Sari, Riyana; Anwar, Mokhamad; Susanti, Leni - In: Academic journal of economic studies 5 (2019) 1, pp. 114-131
Persistent link: https://www.econbiz.de/10012035810
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Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der - In: The journal of credit risk : published quarterly by … 15 (2019) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
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Default prediction models : the role of forward-looking measures of returns and volatility
Miao, Hong; Ramchander, Sanjay; Ryan, Patricia; Wang, … - In: Journal of empirical finance 46 (2018), pp. 146-162
Persistent link: https://www.econbiz.de/10012103422