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Gated recurrent unit network: A promising approach to corporate default prediction
16 references·0 citing·36 second hop
Gated recurrent unit network: A promising approach to corporate default prediction (2024)Gated recurrent unit network: A promising…Machine learning models and bankruptcy prediction (2017)Machine learning models and b…Deep learning with long short-term memory networks for financial market predictions (2017)Deep learning with long short…Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Bankruptcy prediction using s…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…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsBankruptcy Prediction with Industry Effects (2004)Bankruptcy Prediction with In…An application of support vector machines in bankruptcy prediction model (2004)An application of support vec…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…The Economic Consequences of Increased Disclosure (2000)The Economic Consequences of …Business failure prediction using rough sets (1999)Business failure prediction u…Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis (1999)Artificial neural networks in…A neural network model for bankruptcy prediction (1990)A neural network model for ba…An application of the cox proportional hazards model to bank failure (1986)An application of the cox pro…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…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…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)Positive Accounting Theory (1985)Designing a neural network for forecasting financial and economic time series (1996)Forecasting with artificial neural networks: (1998)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Machine Learning in Banking Risk Management: A Literature Review (2019)Statistical and machine learning models in credit scoring: A systematic literature survey (2020)CatBoost model and artificial intelligence techniques for corporate failure prediction (2021)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On Persistence in Mutual Fund Performance (1997)A Comparison of ARIMA and LSTM in Forecasting Time Series (2018)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Disclosure, Liquidity, and the Cost of Capital (1991)Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Disclosure level and the cost of equity capital. (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)The Pricing of Options and Corporate Liabilities (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Credit Spreads and Business Cycle Fluctuations (2012)… and the Cross-Section of Expected Returns (2015)Using neural network ensembles for bankruptcy prediction and credit scoring (2007)Consumer credit-risk models via machine-learning algorithms (2010)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)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
  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2000The Economic Consequences of Increased Disclosure2,369 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2017Machine learning models and bankruptcy prediction952 cited
  • 2005Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters872 cited
  • 1990A neural network model for bankruptcy prediction853 cited
  • 2004Bankruptcy Prediction with Industry Effects810 cited
  • 2004An application of support vector machines in bankruptcy prediction model809 cited
  • 200535 years of studies on business failure: an overview of the classic statistical methodologies and their related problems795 cited
  • 1999Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis677 cited

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1986
An application of the cox proportional hazards model to bank failure
559 cited
  • 1999Business failure prediction using rough sets493 cited
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