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A hybrid model for credit risk assessment : empirical validation by real-world credit data

Chi, Guotai; Uddin, Mohammad S.; Habib, Tabassum; Zhou, Ying - In: The journal of risk model validation 14 (2020) 4, pp. 1-39

Persistent link: https://www.econbiz.de/10014336032

Modeling credit risk with a multi-stage hybrid model : an alternative statistical approach

Uddin, Mohammad S.; Chi, Guotai; Janabi, Mazin A. M. al; … - In: Journal of forecasting 41 (2022) 7, pp. 1386-1415

Persistent link: https://www.econbiz.de/10013465701

Research on listed companies' credit ratings, considering classification performance and interpretability

Li, Zhe; Chi, Guotai; Zhou, Ying; Liu, Wenxuan - In: The journal of risk model validation 15 (2021) 1, pp. 19-47

Persistent link: https://www.econbiz.de/10014538842

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

A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting

Chi, Guotai; Mandour, Mohamed Abdelaziz - In: The journal of risk model validation 17 (2023) 2, pp. 29-58

Persistent link: https://www.econbiz.de/10014485768

Small and medium-sized enterprises' time to default : an analysis using an improved mixture cure model with time-varying covariates

Dong, Qingli; Chi, Guotai - In: The journal of credit risk : published quarterly by … 19 (2023) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10014488716

Default forecasting based on a novel group feature selection method for imbalanced data

Chi, Guotai; Xing, Jin; Pan, Ancheng - In: The journal of credit risk : published quarterly by … 19 (2023) 3, pp. 51-77

Persistent link: https://www.econbiz.de/10014489147

Parent-only balance sheet information and credit risk assessments

Tucker, Jennifer Wu; Zhou, Ying; Zhu, Jigao - In: Accounting horizons : a quarterly publication of the … 38 (2024) 3, pp. 135-156

Persistent link: https://www.econbiz.de/10015071391

Potential risks of liquidity and credit affecting the efficiency of Islamic banks in Bangladesh

Chowdhury, Md. Asad Iqbal; Uddin, Mohammad S.; Ahmmed, Monir - In: Cogent economics & finance 11 (2023) 1, pp. 1-23

Recently worldwide Islamic finance has gained considerable attention. However, Islamic financial institutions face multiple risks to sustaining and growing further. Against this backdrop, the paper examines the impact of both liquidity and credit risk on the efficiency of Islamic banks (IBs)...

Persistent link: https://www.econbiz.de/10014500849