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CMARS and GAM & CQP—Modern optimization methods applied to international credit default prediction
9 references·6 citing·44 second hop
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References

  • 1985CHAPMAN AND HALL4,352 cited
  • 1977A study of debt servicing capacity applying logit analysis231 cited
  • 1971Measurement of debt servicing capacity: An application of discriminant analysis203 cited
  • 2008Predicting sovereign debt crises using artificial neural networks: A comparative approach120 cited
  • 1992Political instability, country risk and probability of default113 cited
  • 2005A process model to develop an internal rating system: Sovereign credit ratings72 cited
  • 1984Country Risk: A Model for Predicting Debt Servicing Problems in Developing Countries67 cited
  • 1997Political instability and country risk53 cited
  • 1987Country Risk: A Model for Predicting Debt Servicing Problems in Developing Countries52 cited

Cited by

  • 2023Multiple criteria decision support system for customer segmentation using a sorting outranking method37 cited
  • 2012Predicting default probabilities in emerging markets by new conic generalized partial linear models and their optimization26 cited
  • 2022Nonlinear relationships in bankruptcy prediction and their effect on the profitability of bankruptcy prediction models24 cited
  • 2018The total cost of misclassification in credit scoring: A comparison of generalized linear models and generalized additive models19 cited
  • 2019Bankruptcy prediction and the discriminatory power of annual reports: empirical evidence from financially distressed German companies

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17 cited
  • 2017Academic entrepreneurship in a medical university: A system dynamics approach11 cited