Bankruptcy prediction using terminal failure processes
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Publication:726265
DOI10.1016/J.EJOR.2014.09.059zbMATH Open1341.91134OpenAlexW2060965741MaRDI QIDQ726265FDOQ726265
Authors: Philippe du Jardin 
Publication date: 8 July 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.09.059
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Cited In (27)
- A meta-learning framework for bankruptcy prediction
- Extending business failure prediction models with textual website content using deep learning
- Dynamic analysis of the forecasting bankruptcy under presence of unobserved heterogeneity
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
- Early discovery of individual firm insolvency
- Predicting corporate bankruptcy using the framework of Leland-Toft: evidence from U.S.
- Applications of the inverse infection problem on bank transaction networks
- The influence of the business cycle on bankruptcy probability
- Forecast bankruptcy using a blend of clustering and MARS model: case of US banks
- Dynamic prediction of financial distress based on Kalman filtering
- News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions
- Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
- Bankruptcy risk dependence structure using the INAR model comprising macroeconomic indicators applied to stress tests
- Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions
- A transformer-based model for default prediction in mid-cap corporate markets
- A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction
- Modeling company failure: a longitudinal study of Turkish banks
- Can earnings management information improve bankruptcy prediction models?
- Predicting bankruptcy using the discrete-time semiparametric hazard model
- Firm failure prediction: financial distress model vs traditional models
- Forecasting bankruptcy using biclustering and neural network-based ensembles
- Bankruptcy Prediction with Industry Effects
- Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt
- Application of the Poisson process model for the early detection of enterprises' bankruptcy
- Bankruptcy prediction by generalized additive models
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