Bayesian models for early warning of bank failures

DOI10.1287/MNSC.47.11.1457.10253MaRDI QIDQ3114741zbMATH OpenOpenAlexFDO

Authors Sumit Sarkar, Ram Sriram

Publication date 19 February 2012

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.47.11.1457.10253

zbMATH Keywords

auditbelief revisioncalibrationclassificationfinancial distressinformation theory

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited in

(8)

• A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction
• An optimization-based approach for the design of Bayesian networks
• Forecasting business failure in China using case-based reasoning with hybrid case respresentation
• Design of adaptive Elman networks for credit risk assessment
• Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design
• Self-Selectivity in Firm’s Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback
• Bankruptcy prediction using terminal failure processes
• Using Bayesian networks for bankruptcy prediction: some methodological issues

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