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A comparison of Bayesian, Hazard, and Mixed Logit model of bankruptcy prediction
16 references·0 citing·30 second hop
A comparison of Bayesian, Hazard, and Mixed Logit model of bankruptcy prediction (2014)A comparison of Bayesian, Hazard, and Mix…Using Bayesian networks for bankruptcy prediction: Some methodological issues (2006)Using Bayesian networks for b…Have Financial Statements Become Less Informative? Evidence from the Ability of Financial Ratios to Predict Bankruptcy (2005)Have Financial Statements Bec…Predicting Firm Financial Distress: A Mixed Logit Model (2004)Predicting Firm Financial Dis…Predicting corporate financial distress: Reflections on choice-based sample bias (2002)Predicting corporate financia…The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher (2001)The Limitations of Bankruptcy…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Bankruptcy classification errors in the 1980s: An empirical analysis of Altman's and Ohlson's models (1996)Bankruptcy classification err…Bankruptcy prediction using neural networks (1994)Bankruptcy prediction using n…A Reexamination of Auditor versus Model Accuracy within the Context of the Going‐Concern Opinion Decision* (1994)A Reexamination of Auditor ve…Predicting Bank Failures in the 1980s (1991)Predicting Bank Failures in t…Neural network models and the prediction of bank bankruptcy (1991)Neural network models and the…A factor-analytic approach to bank condition (1985)A factor-analytic approach to…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…Early warning of bank failure (1977)Early warning of bank failureFINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios As Predictors of Failure (1966)Limited-Dependent and Qualitative Variables in Econometrics (1983)Do Managers Withhold Bad News? (2008)In Search of Distress Risk (2008)Positive Accounting Theory (1985)Forecasting with artificial neural networks: (1998)Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis (1999)Bankruptcy prediction for credit risk using neural networks: A survey and new results (2001)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Is the Risk of Bankruptcy a Systematic Risk? (1998)Tests of the generalizability of Altman's bankruptcy prediction model (2001)Cash Holdings and Credit Risk (2012)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)Predicting bank financial failures using neural networks, support vector machines and multivariate statistical methods: A comparative analysis in the sample of savings deposit insurance fund (SDIF) transferred banks in Turkey (2008)Modeling Ordered Choices (2010)Artificial intelligence and machine learning in finance: A bibliometric review (2022)A real-valued genetic algorithm to optimize the parameters of support vector machine for predicting bankruptcy (2006)Antecedents of proactive supply chain risk management – a contingency theory perspective (2013)Remaining Financially Healthy and Competitive: The Role of Financial Predictors (2020)Multiperiod corporate default prediction—A forward intensity approach (2012)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)Financial statement comparability and expected crash risk (2016)Modeling Term Structures of Defaultable Bonds (1999)Forecasting Default with the Merton Distance to Default Model (2008)
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References

  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 1977Early warning of bank failure960 cited
  • 1994Bankruptcy prediction using neural networks722 cited
  • 2002Predicting corporate financial distress: Reflections on choice-based sample bias579 cited
  • 2005Have Financial Statements Become Less Informative? Evidence from the Ability of Financial Ratios to Predict Bankruptcy491 cited
  • 1996Bankruptcy classification errors in the 1980s: An empirical analysis of Altman's and Ohlson's models402 cited
  • 2004Predicting Firm Financial Distress: A Mixed Logit Model377 cited
  • 1994A Reexamination of Auditor versus Model Accuracy within the Context of the Going‐Concern Opinion Decision*318 cited
  • 1991Neural network models and the prediction of bank bankruptcy301 cited
  • 2001The Limitations of Bankruptcy Prediction Models: Some Cautions for the Researcher223 cited
  • 1985A factor-analytic approach to bank condition196 cited

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1991
Predicting Bank Failures in the 1980s
188 cited
  • 2006Using Bayesian networks for bankruptcy prediction: Some methodological issues170 cited
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