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Assessing bank default determinants via machine learning
16 references·0 citing·47 second hop
Assessing bank default determinants via machine learning (2022)Assessing bank default determinants via m…Corporate finance risk prediction based on LightGBM (2022)Corporate finance risk predic…Financial credit risk assessment: a recent review (2015)Financial credit risk assessm…Credit scoring using the clustered support vector machine (2014)Credit scoring using the clus…Bank competition and stability: Cross-country heterogeneity (2012)Bank competition and stabilit…Consumer credit-risk models via machine-learning algorithms (2010)Consumer credit-risk models v…Market conditions, default risk and credit spreads (2009)Market conditions, default ri…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)Predicting bank financial fai…A New Way to Measure Competition (2008)A New Way to Measure Competit…Bank Risk-Taking and Competition Revisited: New Theory and New Evidence (2007)Bank Risk-Taking and Competit…A new fuzzy support vector machine to evaluate credit risk (2005)A new fuzzy support vector ma…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…An Analytic Network Process model for financial-crisis forecasting (2003)An Analytic Network Process m…Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? 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References

  • 2000Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?2,089 cited
  • 1934The Concept of Monopoly and the Measurement of Monopoly Power1,190 cited
  • 1992Managerial Applications of Neural Networks: The Case of Bank Failure Predictions1,121 cited
  • 2012Bank competition and stability: Cross-country heterogeneity1,026 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 2010Consumer credit-risk models via machine-learning algorithms861 cited
  • 1994Bankruptcy prediction using neural networks722 cited
  • 2008A New Way to Measure Competition715 cited
  • 2005A new fuzzy support vector machine to evaluate credit risk383 cited
  • 2009Market conditions, default risk and credit spreads341 cited
  • 2007Bank Risk-Taking and Competition Revisited: New Theory and New Evidence327 cited
  • 2003An Analytic Network Process model for financial-crisis forecasting291 cited
  • 2008Predicting 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 Turkey286 cited
  • 2014Credit scoring using the clustered support vector machine269 cited

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  • 2015Financial credit risk assessment: a recent review234 cited
  • 2022Corporate finance risk prediction based on LightGBM231 cited
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