Pages that link to "Item:Q1610124"
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The following pages link to Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis (Q1610124):
Displaying 19 items.
- A data analytic approach to forecasting daily stock returns in an emerging market (Q323244) (← links)
- Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review (Q869139) (← links)
- Decision-making, risk and corporate governance: a critique of methodological issues in bankruptcy/recovery prediction models (Q870149) (← links)
- Diversity of ability and cognitive style for group decision processes (Q1010126) (← links)
- Support vector machines for default prediction of SMEs based on technology credit (Q1038344) (← links)
- Modeling consideration sets and brand choice using artificial neural networks. (Q1420429) (← links)
- Bayesian neural network learning for repeat purchase modelling in direct marketing (Q1600901) (← links)
- Construction and application research of isomap-RVM credit assessment model (Q1664953) (← links)
- Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (Q1694930) (← links)
- Comparing firm failure predictions between Logit, KMV, and ZPP models: Evidence from Taiwan's electronics industry (Q1959134) (← links)
- Extending business failure prediction models with textual website content using deep learning (Q2106750) (← links)
- A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction (Q2151634) (← links)
- A conditional fuzzy inference approach in forecasting (Q2286931) (← links)
- Forecast bankruptcy using a blend of clustering and MARS model: case of US banks (Q2288890) (← links)
- An out-of-sample evaluation framework for DEA with application in bankruptcy prediction (Q2400016) (← links)
- Measuring retail company performance using credit scoring techniques (Q2643994) (← links)
- EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE (Q5305098) (← links)
- Differentiating between good credits and bad credits using neuro-fuzzy systems (Q5955100) (← links)
- A transformer-based model for default prediction in mid-cap corporate markets (Q6167415) (← links)