Forecasting financial failure using a Kohonen map: a comparative study to improve model stability over time

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Publication:1926866


DOI10.1016/j.ejor.2012.04.006zbMath1253.91194MaRDI QIDQ1926866

Philippe du Jardin, Eric Séverin

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/39935/1/MPRA_paper_39935.pdf


62P05: Applications of statistics to actuarial sciences and financial mathematics

91G70: Statistical methods; risk measures


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