Bankruptcy prediction: A comparison of some statistical and machine learning techniques

DOI10.1007/978-3-642-16943-4_6zbMATH Open1218.91174OpenAlexW3123115800MaRDI QIDQ5198550FDOQ5198550

Authors: Tonatiuh Peña, Serafín Martínez, Bolanle Abudu 

Publication date: 8 August 2011

Published in: Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-16943-4_6

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Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited In (15)

• Title not available (Why is that?)
• A Robust Data‐Mining Approach to Bankruptcy Prediction
• Appropriate machine learning techniques for credit scoring and bankruptcy prediction in banking and finance: A comparative study
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bankruptcy prediction using terminal failure processes
• Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting
• Bankruptcy prediction using a data envelopment analysis.
• Forecast bankruptcy using a blend of clustering and MARS model: case of US banks
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• The comparison of enterprise bankruptcy forecasting method
• Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case
• Bankruptcy prediction in firms with statistical and intelligent techniques and a comparison of evolutionary computation approaches
• Bankruptcy Prediction with Industry Effects
• Bankruptcy prediction by generalized additive models

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