Bayesian Models for Early Warning of Bank Failures

DOI10.1287/mnsc.47.11.1457.10253zbMath1232.91722OpenAlexW2101726556MaRDI QIDQ3114741

Ram Sriram, Sumit Sarkar

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

classificationauditbelief revisioncalibrationinformation theoryfinancial distress

Mathematics Subject Classification ID

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

Related Items (6)

An optimization-based approach for the design of Bayesian networks ⋮ Using Bayesian networks for bankruptcy prediction: some methodological issues ⋮ Forecasting business failure in China using hybrid case-based reasoning ⋮ Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design ⋮ Design of adaptive Elman networks for credit risk assessment ⋮ A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction

This page was built for publication: Bayesian Models for Early Warning of Bank Failures