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Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines
16 references·10 citing·37 second hop
Combining market and accounting-based models for credit scoring using a classification scheme based on support vector machines (2014)Combining market and accounting-based mod…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE (2011)CREDIT SCORING, STATISTICAL T…Support vector machines for credit scoring and discovery of significant features (2008)Support vector machines for c…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Comparing the performance of market-based and accounting-based bankruptcy prediction models (2007)Comparing the performance of …Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsDefault Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence (2004)Default Recovery Rates in Cre…Assessing the Probability of Bankruptcy (2004)Assessing the Probability of …Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Credit Scoring and Its Applications (2002)Credit Scoring and Its Applic…A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)A survey of credit and behavi…Credit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation (1984)Contingent Claims Analysis of…An Examination of the Stationarity of Multivariate Bankruptcy Prediction Models: A Methodological Study (1984)An Examination of the Station…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…LLM-infused bi-level semantic enhancement for corporate credit risk prediction (2025)LLM-infused bi-level semantic…Advancing credit risk modelling with Machine Learning: A comprehensive review of the state-of-the-art (2024)Advancing credit risk modelli…Enterprise credit risk portrait and evaluation from the perspective of the supply chain (2023)Enterprise credit risk portra…Machine learning predictivity applied to consumer creditworthiness (2020)Machine learning predictivity…Dynamization of bankruptcy models via indicator variables (2019)Dynamization of bankruptcy mo…Credit Risk Assessment Model for Small and Micro-Enterprises: The Case of Lithuania (2019)Credit Risk Assessment Model …Debt rating model based on default identification (2018)Debt rating model based on de…Credit rating system for small businesses using the K-S test to select an indicator system (2018)Credit rating system for smal…A novel multi-objective particle swarm optimization for comprehensible credit scoring (2018)A novel multi-objective parti…Credit Scoring by Fuzzy Support Vector Machines with a Novel Membership Function (2016)Credit Scoring by Fuzzy Suppo…Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Credit scoring with a data mining approach based on support vector machines (2006)Recent developments in consumer credit risk assessment (2007)A comparative assessment of ensemble learning for credit scoring (2010)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)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)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)Determinants of corporate borrowing (1977)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Multi-period corporate default prediction with stochastic covariates (2006)The impact of corporate social responsibility on the cost of bank loans (2010)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)… and the Cross-Section of Expected Returns (2015)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)A critical review on supply chain risk – Definition, measure and modeling (2014)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • 1997Credit risk measurement: Developments over the last 20 years806 cited
  • 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers744 cited
  • 1984Contingent Claims Analysis of Corporate Capital Structures: an Empirical Investigation678 cited
  • 2002Credit Scoring and Its Applications669 cited
  • 2007Comparing the performance of market-based and accounting-based bankruptcy prediction models584 cited
  • 2011CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE409 cited
  • 2008Support vector machines for credit scoring and discovery of significant features336 cited
  • 1984An Examination of the Stationarity of Multivariate Bankruptcy Prediction Models: A Methodological Study

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248 cited
  • 2004Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence194 cited
  • Cited by

    • 2024Advancing credit risk modelling with Machine Learning: A comprehensive review of the state-of-the-art42 cited
    • 2020Machine learning predictivity applied to consumer creditworthiness39 cited
    • 2019Dynamization of bankruptcy models via indicator variables32 cited
    • 2023Enterprise credit risk portrait and evaluation from the perspective of the supply chain27 cited
    • 2019Credit Risk Assessment Model for Small and Micro-Enterprises: The Case of Lithuania23 cited
    • 2018Credit rating system for small businesses using the K-S test to select an indicator system20 cited
    • 2018A novel multi-objective particle swarm optimization for comprehensible credit scoring18 cited
    • 2018Debt rating model based on default identification18 cited
    • 2016Credit Scoring by Fuzzy Support Vector Machines with a Novel Membership Function15 cited
    • 2025LLM-infused bi-level semantic enhancement for corporate credit risk prediction14 cited