Bankruptcy prediction: evidence from Vietnam
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Publication:2086202
DOI10.1007/978-3-030-77094-5_29zbMATH Open1495.62077OpenAlexW3184698089MaRDI QIDQ2086202FDOQ2086202
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
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Cites Work
- The Adaptive Lasso and Its Oracle Properties
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- Random forests
- High-dimensional graphs and variable selection with the Lasso
- Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
- Robust weighted kernel logistic regression in imbalanced and rare events data
- Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
- Combining discriminant methods in solving classification problems in two-group discriminant analysis
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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