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Bankruptcy prediction using machine learning and Shapley additive explanations
16 references·1 citing·25 second hop
Bankruptcy prediction using machine learning and Shapley additive explanations (2023)Bankruptcy prediction using machine learn…CatBoost model and artificial intelligence techniques for corporate failure prediction (2021)CatBoost model and artificial…Study on a prediction of P2P network loan default based on the machine learning LightGBM and XGboost algorithms according to different high dimensional data cleaning (2018)Study on a prediction of P2P …A novel cryptocurrency price trend forecasting model based on LightGBM (2018)A novel cryptocurrency price …Machine learning models and bankruptcy prediction (2017)Machine learning models and b…Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)Ensemble boosted trees with s…Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Deep neural networks, gradien…Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)Financial distress and bankru…Using neural network ensembles for bankruptcy prediction and credit scoring (2007)Using neural network ensemble…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…A neural network model for bankruptcy prediction (1990)A neural network model for ba…Competitive advantage, creating and sustaining superior performance (1985)Competitive advantage, creati…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…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Financial Ratios As Predictor…Emerging technologies in finance: challenges for a sustainable finance (2025)Emerging technologies in fina…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)Positive Accounting Theory (1985)Designing a neural network for forecasting financial and economic time series (1996)Forecasting with artificial neural networks: (1998)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)On Persistence in Mutual Fund Performance (1997)A five-factor asset pricing model (2014)Ensemble approach based on bagging, boosting and stacking for short-term prediction in agribusiness time series (2019)Literature review: Machine learning techniques applied to financial market prediction (2019)Deep learning for financial applications : A survey (2020)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Predicting financial distress and corporate failure: A review from the state-of-the-art definitions, modeling, sampling, and featuring approaches (2013)Financial ratios and corporate governance indicators in bankruptcy prediction: A comprehensive study (2016)Machine Learning in Banking Risk Management: A Literature Review (2019)Statistical and machine learning models in credit scoring: A systematic literature survey (2020)Exploring internal stickiness: Impediments to the transfer of best practice within the firm (1996)Value creation in E‐business (2001)Authentic leadership development: Getting to the root of positive forms of leadership (2005)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1985Competitive advantage, creating and sustaining superior performance10,284 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1966Financial Ratios As Predictors of Failure4,753 cited
  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 2017Machine learning models and bankruptcy prediction952 cited
  • 1990A neural network model for bankruptcy prediction853 cited
  • 200535 years of studies on business failure: an overview of the classic statistical methodologies and their related problems795 cited
  • 2016Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500749 cited
  • 2018A novel cryptocurrency price trend forecasting model based on LightGBM518 cited
  • 2007Using neural network ensembles for bankruptcy prediction and credit scoring514 cited
  • 2013Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables453 cited
  • 2018Study on a prediction of P2P network loan default based on the machine learning LightGBM and XGboost algorithms according to different high dimensional data cleaning

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444 cited
  • 2016Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction419 cited
  • 2021CatBoost model and artificial intelligence techniques for corporate failure prediction397 cited
  • Cited by

    • 2025Emerging technologies in finance: challenges for a sustainable finance26 cited