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Efficacies of artificial neural networks ushering improvement in the prediction of extant credit risk models

Aranha, Meera; Bolar, Kartikeya - In: Cogent economics & finance 11 (2023) 1, pp. 1-13

The study's objective is to check whether the predictive power of Machine Learning Techniques is better than Logistic Regression in predicting the bankruptcy of firms and that the same predictive power of ascertaining bankruptcy improves when a proxy for uncertainty is added to the model as a...

Persistent link: https://www.econbiz.de/10014500824

Anticipating financial distress of high-tech startups in the European Union : a machine learning approach for imbalanced samples

Liu, Yang; Zeng, Qingguo; Li, Bobo; Ma, Lili; … - In: Journal of forecasting 41 (2022) 6, pp. 1131-1155

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The extraction of early warning features for predicting financial distress based on XGBoost model and shap framework

Yang, He; Li, Emma; Cai, Yi Fang; Li, Jiapei; Yuan, George - In: International journal of financial engineering 8 (2021) 3, pp. 1-24

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Predicting distress : a post Insolvency and Bankruptcy Code 2016 analysis

Arora, Paras; Saurabh, Suman - In: Journal of economics and finance : JEF 46 (2022) 3, pp. 604-622

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Benchmarking machine learning models to predict corporate bankruptcy

Alanis, Emmanuel; Chava, Sudheer; Shah, Agam - In: The journal of credit risk : published quarterly by … 19 (2023) 2, pp. 77-110

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Machine learning vs. economic restrictions : evidence from stock return predictability

Avramov, Doron; Cheng, Si; Metzker, Lior - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2587-2619

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Corporate financial distress prediction in a transition economy

Nguyen, Minh; Nguyen, Bang; Liêu, Minh-Lý - In: Journal of forecasting 43 (2024) 8, pp. 3128-3160

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Predicting U.S. bank failures and stress testing with machine learning algorithms

Hu, Wendi; Shao, Chujian; Zhang, Wenyu - In: Finance research letters 75 (2025), pp. 1-10

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Class-imbalanced dynamic financial distress prediction based on random forest from the perspective of concept drift

Sun, Jie; Zhao, Mengru; Lei, Cong - In: Risk management : an international journal 26 (2024) 4, pp. 1-44

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Bankcruptcy prediction model used in credit risk management

Rankov, Siniša; Kotlica, Slobodan - In: Megatrend revija 10 (2013) 4, pp. 37-58

Persistent link: https://www.econbiz.de/10010345422