A neuro-structural framework for bankruptcy prediction
From MaRDI portal
Publication:6063321
DOI10.1080/14697688.2023.2230241zbMath1530.91585OpenAlexW4384927503MaRDI QIDQ6063321
Spiros H. Martzoukos, Zenon Taoushianis, Christakis Charalambous
Publication date: 7 November 2023
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2023.2230241
parameters estimationbankruptcy predictiondiscriminatory powereconomic impactneuro-structural approach
Cites Work
- Unnamed Item
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- The Pricing of Options and Corporate Liabilities
- An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
- Nonparametric option pricing under shape restrictions
- Multilayer feedforward networks are universal approximators
- Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach
- Identification and estimation of semiparametric two-step models
- Semiparametric estimation of structural functions in nonseparable triangular models
- Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S.
- Approximation by superpositions of a sigmoidal function
This page was built for publication: A neuro-structural framework for bankruptcy prediction