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Bankruptcy Prediction and Stress Quantification Using Support Vector Machine: Evidence from Indian Banks
16 references·2 citing·29 second hop
Bankruptcy Prediction and Stress Quantification Using Support Vector Machine: Evidence from Indian Banks (2020)Bankruptcy Prediction and Stress Quantifi…Machine Learning in Financial Crisis Prediction: A Survey (2011)Machine Learning in Financial…A comparative assessment of ensemble learning for credit scoring (2010)A comparative assessment of e…An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring (2008)An experimental comparison of…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems (1998)Predicting Bank Failures: A C…The Application of Data Envelopment Analysis in Conjunction with Financial Ratios for Bank Performance Evaluation (1996)The Application of Data Envel…Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Corporate distress diagnosis:…Forecasting with neural networks (1993)Forecasting with neural netwo…Neural network models and the prediction of bank bankruptcy (1991)Neural network models and the…A Proportional Hazards Model of Bank Failure: An Examination of Its Usefulness as an Early Warning Tool (1991)A Proportional Hazards Model …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 failurePREDICTION OF BANK FAILURES (1970)PREDICTION OF BANK FAILURESFINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Bank failure prediction models: Review and outlook (2024)Bank failure prediction model…Using Text Analytics for Predicting Banks Performance in Emerging Economies (2020)Using Text Analytics for Pred…The Predictive Sample Reuse Method with Applications (1975)Forecasting with artificial neural networks: (1998)Application of data mining techniques in customer relationship management: A literature review and classification (2008)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Neural network credit scoring models (2000)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Integrating learning styles and adaptive e-learning system: Current developments, problems and opportunities (2015)Statistical and machine learning models in credit scoring: A systematic literature survey (2020)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)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)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)Crime and Punishment: An Economic Approach (1968)A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS (1975)Prediction of financial distress: An empirical study of listed Chinese companies using data mining (2014)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)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)The effects of government ownership on bank lending (2003)Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Modeling Term Structures of Defaultable Bonds (1999)Forecasting Default with the Merton Distance to Default Model (2008)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 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
  • 1994Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)1,059 cited
  • 1977Early warning of bank failure960 cited
  • 2010A comparative assessment of ensemble learning for credit scoring501 cited
  • 1970PREDICTION OF BANK FAILURES501 cited
  • 1993Forecasting with neural networks432 cited
  • 1996The Application of Data Envelopment Analysis in Conjunction with Financial Ratios for Bank Performance Evaluation356 cited
  • 2011Machine Learning in Financial Crisis Prediction: A Survey325 cited
  • 1991Neural network models and the prediction of bank bankruptcy301 cited
  • 2008An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring290 cited
  • 1998

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Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems
285 cited
  • 1991A Proportional Hazards Model of Bank Failure: An Examination of Its Usefulness as an Early Warning Tool253 cited
  • Cited by

    • 2024Bank failure prediction models: Review and outlook27 cited
    • 2020Using Text Analytics for Predicting Banks Performance in Emerging Economies1 cited