SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
13 references·16 citing·32 second hop
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies (2008)Variable selection and oversampling in th…Model selection for support vector machines via uniform design (2007)Model selection for support v…The term structure of credit spreads with jump risk (2001)The term structure of credit …Generally accepted rating principles: A primer (2001)Generally accepted rating pri…Strategic Debt Service (1997)Strategic Debt ServiceOptimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Corporate distress diagnosis:…Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Managerial Applications of Ne…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Early warning of bank failure (1977)Early warning of bank failureON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…Chinese corporate distress prediction using LASSO: The role of earnings management (2021)Chinese corporate distress pr…Support Vector Machine Methods and Artificial Neural Networks Used for the Development of Bankruptcy Prediction Models and their Comparison (2020)Support Vector Machine Method…Support Vector Machine Algorithms: An Application to Ship Price Forecasting (2020)Support Vector Machine Algori…Buzzwords build momentum: Global financial Twitter sentiment and the aggregate stock market (2019)Buzzwords build momentum: Glo…Distressed Chinese firm prediction with discretized data (2017)Distressed Chinese firm predi…Data depth based support vector machines for predicting corporate bankruptcy (2017)Data depth based support vect…AdaBoost Models for Corporate Bankruptcy Prediction with Missing Data (2016)AdaBoost Models for Corporate…Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques (2015)Forecasting Daily and Monthly…Support Vector Machines with Evolutionary Model Selection for Default Prediction (2014)Support Vector Machines with …Forecasting the U.S. real house price index (2014)Forecasting the U.S. real hou…Bankruptcy prediction using SVM models with a new approach to combine features selection and parameter optimisation (2012)Bankruptcy prediction using S…Assessing methodologies for intelligent bankruptcy prediction (2012)Assessing methodologies for i…The random subspace binary logit (RSBL) model for bankruptcy prediction (2011)The random subspace binary lo…Predicting Business Failure Using an RSF‐based Case‐Based Reasoning Ensemble Forecasting Method (2011)Predicting Business Failure U…Mining financial distress trend data using penalty guided support vector machines based on hybrid of particle swarm optimization and artificial bee colony algorithm (2011)Mining financial distress tre…Empirical research of hybridizing principal component analysis with multivariate discriminant analysis and logistic regression for business failure prediction (2010)Empirical research of hybridi…Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)The effects of government ownership on bank lending (2003)Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Determinants of corporate borrowing (1977)Perfect Equilibrium in a Bargaining Model (1982)Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms (2009)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)Finance and Economics Discussion Series (2022)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Determinants of Credit Spread Changes (2001)The theory and practice of corporate finance: evidence from the field (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Default Risk in Equity Returns (2004)Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (1985)Credit risk measurement: Developments over the last 20 years (1997)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Forecasting with artificial neural networks: (1998)Neural network credit scoring models (2000)Application of data mining techniques in customer relationship management: A literature review and classification (2008)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)In Search of Distress Risk (2008)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions1,121 cited
  • 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1,059 cited
  • 1977Early warning of bank failure960 cited
  • 1997Strategic Debt Service523 cited
  • 2001The term structure of credit spreads with jump risk511 cited
  • 2001Generally accepted rating principles: A primer163 cited
  • 2007Model selection for support vector machines via uniform design151 cited

Cited by

  • 2014Forecasting the U.S. real house price index120 cited
  • 2020Support Vector Machine Methods and Artificial Neural Networks Used for the Development of Bankruptcy Prediction Models and their Comparison

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

86 cited
  • 2012Bankruptcy prediction using SVM models with a new approach to combine features selection and parameter optimisation79 cited
  • 2015Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques72 cited
  • 2011The random subspace binary logit (RSBL) model for bankruptcy prediction66 cited
  • 2011Mining financial distress trend data using penalty guided support vector machines based on hybrid of particle swarm optimization and artificial bee colony algorithm65 cited
  • 2019Buzzwords build momentum: Global financial Twitter sentiment and the aggregate stock market63 cited
  • 2020Support Vector Machine Algorithms: An Application to Ship Price Forecasting61 cited
  • 2021Chinese corporate distress prediction using LASSO: The role of earnings management60 cited
  • 2012Assessing methodologies for intelligent bankruptcy prediction53 cited
  • 2016AdaBoost Models for Corporate Bankruptcy Prediction with Missing Data47 cited
  • 2017Data depth based support vector machines for predicting corporate bankruptcy44 cited
  • 2011Predicting Business Failure Using an RSF‐based Case‐Based Reasoning Ensemble Forecasting Method43 cited
  • 2010Empirical research of hybridizing principal component analysis with multivariate discriminant analysis and logistic regression for business failure prediction38 cited
  • 2017Distressed Chinese firm prediction with discretized data37 cited
  • 2014Support Vector Machines with Evolutionary Model Selection for Default Prediction33 cited