Similar Search Results - EconBiz

Financial scoring: a literature review and experimental study

Dragos, Christian; Dragos, Simona; Dumitru, Anamaria - In: Economic and business review for Central and … 10 (2008) 1, pp. 53-66

Persistent link: https://www.econbiz.de/10003710661

Correlated defaults, temporal correlation, expert information and predictability of default rates

Kiefer, Nicholas Maximilian - 2009

Dependence among defaults both across assets and over time has proven to be an important characteristic of financial risk. A Bayesian approach to default rate estimation is proposed and illustrated using a prior distributions assessed from an experienced industry expert. Two extensions of the...

Persistent link: https://www.econbiz.de/10008649673

How is credit scoring used to predict default in China?

Nguyen, Ha-Thu - 2014

Persistent link: https://www.econbiz.de/10011301098

An empirical analysis of default prediction models : evidence from Indian listed companies

Gupta, Vandana - In: The journal of prediction markets 8 (2014) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10010530201

Improvements in loss given default forecasts for bank loans

Gürtler, Marc; Hibbeln, Martin - In: Journal of banking & finance 37 (2013) 7, pp. 2354-2366

Persistent link: https://www.econbiz.de/10009760650

A unified credit risk model for predicting default

Gupta, Vandana - In: Praj̄nȧn : journal of social and management sciences 42 (2013) 3, pp. 215-245

Persistent link: https://www.econbiz.de/10010353778

Company failure prediction with limited information : newly incorporated companies

Wilson, Nicholas; Altanlar, A. - In: Journal of the Operational Research Society : OR 65 (2014) 2, pp. 252-264

Persistent link: https://www.econbiz.de/10010239936

A loan default discrimination model using cost-sensitive support vector machine improved by PSO

Cao, Jie; Lu, Hongke; Wang, Weiwei; Wang, Jian - In: Information technology and management 14 (2013) 3, pp. 193-204

Persistent link: https://www.econbiz.de/10010196427

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

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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