Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions
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Publication:2506356
DOI10.1016/j.amc.2005.11.140zbMath1125.91398OpenAlexW2070033515MaRDI QIDQ2506356
Publication date: 28 September 2006
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2005.11.140
optimizationdynamical systemsartificial intelligencerisklogicbankruptcydecision-makingbehavioral analysislegal reasoning
Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
Cites Work
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- Business failure prediction using rough sets
- The Lagrange method of optimization with applications to portfolio and investment decisions
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- The hierarchical approach to modeling knowledge and common knowledge
- A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
- Neural network ensemble strategies for financial decision applications
- A threshold-varying artificial neural network approach for classification and its application to bankruptcy prediction problem
- A Bayesian Sequential Multi-Decision Problem
- Bankruptcy Prediction with Industry Effects
- Information bounds and quick detection of parameter changes in stochastic systems
- Optimal Sequential Investment Decisions Under Conditions of Uncertainty
- Buyer–seller fuzzy inventory model for a deteriorating item with discount
- Stochastically maximizing the number of successes in a sequential assignment problem
- Default probabilities in a corporate bank portfolio: a logistic model approach.
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