Bankruptcy prediction by generalized additive models
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Publication:5430345
DOI10.1002/asmb.658zbMath1164.62078OpenAlexW2110767824MaRDI QIDQ5430345
Publication date: 16 December 2007
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.658
Applications of statistics to actuarial sciences and financial mathematics (62P05) Linear inference, regression (62J99)
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Cites Work
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- Generalized additive models
- A survey of business failures with an emphasis on prediction methods and industrial applications
- A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
- Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
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