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MACHINE LEARNING IN BANKRUPTCY PREDICTION – A REVIEW
16 references·0 citing·46 second hop
MACHINE LEARNING IN BANKRUPTCY PREDICTION – A REVIEW (2020)MACHINE LEARNING IN BANKRUPTCY PREDICTION…Machine Learning in Banking Risk Management: A Literature Review (2019)Machine Learning in Banking R…Predicting failure in the U.S. banking sector: An extreme gradient boosting approach (2018)Predicting failure in the U.S…Deep learning models for bankruptcy prediction using textual disclosures (2018)Deep learning models for bank…Systematic review of bankruptcy prediction models: Towards a framework for tool selection (2017)Systematic review of bankrupt…Predicting bank failure: An improvement by implementing a machine-learning approach to classical financial ratios (2017)Predicting bank failure: An i…Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)Ensemble boosted trees with s…A comparative study of classifier ensembles for bankruptcy prediction (2014)A comparative study of classi…Performance of corporate bankruptcy prediction models on imbalanced dataset: The effect of sampling methods (2013)Performance of corporate bank…A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)A comparative survey of artif…Comparing four bankruptcy prediction models: Logit, quadratic interval logit, neural and fuzzy neural networks (2009)Comparing four bankruptcy pre…Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Bankruptcy prediction in bank…35 years of studies on business failure: an overview of the classic statistical methodologies and their related problems (2005)35 years of studies on busine…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…A Theory of Economic History (1970)A Theory of Economic HistoryLombard Street: A Description of the Money Market (1873)Lombard Street: A Description…Contributions to the Theory of Games (1952)An analog of the minimax theorem for vector payoffs (1956)Contributions to the theory of games. (1960)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)Fuzzy sets (1965)Measuring the efficiency of decision making units (1978)Fuzzy sets (1996)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Using artificial neural network models in stock market index prediction (2011)Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model (2016)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)Neural network credit scoring models (2000)On big data, artificial intelligence and smart cities (2019)Deep learning for financial applications : A survey (2020)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)Exporters, importers and credit constraints (2014)Financial ratios and corporate governance indicators in bankruptcy prediction: A comprehensive study (2016)Financial Ratios As Predictors of Failure (1966)A comparative study on base classifiers in ensemble methods for credit scoring (2016)CatBoost model and artificial intelligence techniques for corporate failure prediction (2021)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering (2022)Financial applications of machine learning: A literature review (2023)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Value At Risk: The New Benchmark for Managing Financial Risk (2000)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)A machine learning approach combining expert knowledge with genetic algorithms in feature selection for credit risk assessment (2021)Digital transformation of organizations: what do we know and where to go next? (2021)Machine learning-driven credit risk: a systemic review (2022)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Modeling Term Structures of Defaultable Bonds (1999)Forecasting Default with the Merton Distance to Default Model (2008)In Search of Distress Risk (2008)Was Prometheus Unbound by Chance? Risk, Diversification, and Growth (1997)Understanding the Soft Budget Constraint (2003)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Constitutions and Commitment: The Evolution of Institutions Governing Public Choice in Seventeenth-Century England (1989)Financial intermediation and growth: Causality and causes (2000)Finance and Growth: Theory and Evidence (2004)
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References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,503 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1873Lombard Street: A Description of the Money Market2,021 cited
  • 2006Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review1,068 cited
  • 1970A Theory of Economic History839 cited
  • 200535 years of studies on business failure: an overview of the classic statistical methodologies and their related problems795 cited
  • 2010A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems565 cited
  • 2019Machine Learning in Banking Risk Management: A Literature Review512 cited
  • 2018Deep learning models for bankruptcy prediction using textual disclosures480 cited
  • 2016Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction419 cited
  • 2017Systematic review of bankruptcy prediction models: Towards a framework for tool selection330 cited
  • 2018Predicting failure in the U.S. banking sector: An extreme gradient boosting approach295 cited
  • 2013Performance of corporate bankruptcy prediction models on imbalanced dataset: The effect of sampling methods215 cited
  • 2014A comparative study of classifier ensembles for bankruptcy prediction

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201 cited
  • 2009Comparing four bankruptcy prediction models: Logit, quadratic interval logit, neural and fuzzy neural networks164 cited
  • 2017Predicting bank failure: An improvement by implementing a machine-learning approach to classical financial ratios157 cited
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