Bankruptcy prediction: evidence from Vietnam

DOI10.1007/978-3-030-77094-5_29MaRDI QIDQ2086202zbMATH OpenOpenAlexFDO

Authors Duong T. T. Truong, Trung H. Le

Publication date 25 October 2022

Full work available at URL https://doi.org/10.1007/978-3-030-77094-5_29

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

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• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• Combining discriminant methods in solving classification problems in two-group discriminant analysis
• High-dimensional graphs and variable selection with the Lasso
• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
• Random forests
• Robust weighted kernel logistic regression in imbalanced and rare events data
• The Adaptive Lasso and Its Oracle Properties

Cited in

(4)

• A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction
• Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S.
• Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design
• Can earnings management information improve bankruptcy prediction models?

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