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Forecast Bankruptcy Using a Blend of Clustering and MARS Model - Case of US Banks

Affes, Zeineb - 2016

In this paper, we compare the performance of two non-parametric methods of classification, Regression Trees (CART) and the newly Multivariate Adaptive Regression Splines (MARS) models, in forecasting bankruptcy. Models are implemented on a large universe of US banks over a complete market cycle...

Persistent link: https://www.econbiz.de/10012985092