Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design

DOI10.1080/14697688.2019.1588468zbMath1420.91492OpenAlexW2938504806MaRDI QIDQ5234381

Salim Lahmiri, Stelios D. Bekiros

Publication date: 26 September 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1814/66068

zbMATH Keywords

neural networkscredit riskbankruptcyexperimental designclassifiers

Mathematics Subject Classification ID

Computational methods for problems pertaining to game theory, economics, and finance (91-08) Credit risk (91G40)

Related Items (1)

Design of adaptive Elman networks for credit risk assessment

Cites Work

• Unnamed Item
• A comparison of neural networks and linear scoring models in the credit union environment
• Neural network credit scoring models
• Company rating with support vector machines
• On the network topology of variance decompositions: measuring the connectedness of financial firms
• Modeling default risk with support vector machines
• Bayesian Models for Early Warning of Bank Failures
• Learning representations by back-propagating errors
• Approximation by superpositions of a sigmoidal function

This page was built for publication: Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design