Using Bayesian networks for bankruptcy prediction: some methodological issues
From MaRDI portal
Publication:869612
DOI10.1016/j.ejor.2006.04.019zbMath1123.90305OpenAlexW1973611074MaRDI QIDQ869612
Publication date: 8 March 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.04.019
Bayesian networksvariable selectionnaïve Bayesbankruptcy predictiondiscretization of continuous variables
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Cites Work
- On the handling of continuous-valued attributes in decision tree generation
- Genetic programming and rough sets: a hybrid approach to bankruptcy classification
- Bayesian Models for Early Warning of Bank Failures
- Comparison of Discrimination Techniques Applied to a Complex Data Set of Head Injured Patients
- Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
- Certainty Equivalents for Three-Point Discrete-Distribution Approximations
- Discrete Approximations of Probability Distributions
- Three-Point Approximations for Continuous Random Variables