Pages that link to "Item:Q2480229"
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The following pages link to Model combination for credit risk assessment: a stacked generalization approach (Q2480229):
Displayed 10 items.
- Firm credit risk evaluation: a series two-stage DEA modeling framework (Q889566) (← links)
- Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity (Q1615786) (← links)
- Selecting cash management models from a multiobjective perspective (Q1708528) (← links)
- An interactive sorting approach based on the assignment examples of multiple decision makers with different priorities (Q1761927) (← links)
- A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction (Q2151634) (← links)
- Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach (Q2183867) (← links)
- Forecasting bankruptcy using biclustering and neural network-based ensembles (Q2241078) (← links)
- Early box office prediction in China's film market based on a stacking fusion model (Q2669445) (← links)
- Mortality forecasting using stacked regression ensembles (Q5042782) (← links)
- Designing topological data to forecast bankruptcy using convolutional neural networks (Q6115949) (← links)