Bankruptcy Prediction with Industry Effects
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Publication:4676174
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Cited in
(39)- Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models
- Supplier default dependencies: empirical evidence from the automotive industry
- Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
- Measuring credit risk of individual corporate bonds in US energy sector
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions
- Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
- Credit portfolios, credibility theory, and dynamic empirical Bayes
- Modelling corporate bank accounts
- Contagion effects of UK small business failures: a spatial hierarchical autoregressive model for binary data
- Cost-sensitive business failure prediction when misclassification costs are uncertain: a heterogeneous ensemble selection approach
- A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction
- Monetary conditions and banks' behaviour in the Czech Republic
- Semi-Markov migration process in a stochastic market in credit risk
- Restructuring risk in credit default swaps: an empirical analysis
- Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions
- Predicting bankruptcy using the discrete-time semiparametric hazard model
- On multi-class prediction of issuer credit ratings
- The influence of the business cycle on bankruptcy probability
- Assessing the default risk by means of a discrete-time survival analysis approach
- MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
- Random survival forests models for SME credit risk measurement
- Credit risk: simple closed-form approximate maximum likelihood estimator
- Modeling lifetime expected credit losses on bank loans
- Analysis of the risk of company's bankruptcy in Polish food and beverage production sector using the Cox regression
- Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S.
- Multiperiod corporate default prediction -- a forward intensity approach
- Early discovery of individual firm insolvency
- Machine learning in bank merger prediction: a text-based approach
- Relationship between managerial sentiments and corporate bankruptcies
- Corporate Probability of Default: A Single-Index Hazard Model Approach
- Enterprise credit risk portrait and evaluation from the perspective of the supply chain
- Default risk analysis via a discrete-time cure rate model
- Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty
- The development of a simple and intuitive rating system under Solvency II
- Value-enhancing modeling of surrenders and lapses
- Bankruptcy prediction with fractional polynomial transformation of financial ratios
- Decision-making, risk and corporate governance: a critique of methodological issues in bankruptcy/recovery prediction models
- Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt
- DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique
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