Pages that link to "Item:Q1610124"
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The following pages link to Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis (Q1610124):
Displaying 36 items.
- A data analytic approach to forecasting daily stock returns in an emerging market (Q323244) (← links)
- Robust neural modeling for the cross-sectional analysis of accounting information (Q856316) (← links)
- Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review (Q869139) (← links)
- Using Bayesian networks for bankruptcy prediction: some methodological issues (Q869612) (← links)
- Decision-making, risk and corporate governance: a critique of methodological issues in bankruptcy/recovery prediction models (Q870149) (← links)
- Diversity of ability and cognitive style for group decision processes (Q1010126) (← links)
- Support vector machines for default prediction of SMEs based on technology credit (Q1038344) (← links)
- A neural network for classifying the financial health of a firm (Q1127238) (← links)
- Modeling consideration sets and brand choice using artificial neural networks. (Q1420429) (← links)
- Bayesian neural network learning for repeat purchase modelling in direct marketing (Q1600901) (← links)
- Construction and application research of isomap-RVM credit assessment model (Q1664953) (← links)
- Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (Q1694930) (← links)
- Comparing firm failure predictions between Logit, KMV, and ZPP models: Evidence from Taiwan's electronics industry (Q1959134) (← links)
- Extending business failure prediction models with textual website content using deep learning (Q2106750) (← links)
- A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction (Q2151634) (← links)
- Insolvency modeling with generalized entropy cost function in neural networks (Q2160033) (← links)
- A conditional fuzzy inference approach in forecasting (Q2286931) (← links)
- Forecast bankruptcy using a blend of clustering and MARS model: case of US banks (Q2288890) (← links)
- A hybrid genetic model for the prediction of corporate failure (Q2386642) (← links)
- A threshold-varying artificial neural network approach for classification and its application to bankruptcy prediction problem (Q2387273) (← links)
- An out-of-sample evaluation framework for DEA with application in bankruptcy prediction (Q2400016) (← links)
- Financial distress prediction by a radial basis function network with logit analysis learning (Q2507020) (← links)
- Measuring retail company performance using credit scoring techniques (Q2643994) (← links)
- Rating with statistical neuronal nets. Theoretical relevance, differentiation and application potential of a new ``Ansatz'' for prognosis of financial crises (Q2763281) (← links)
- Artificial neural network models for predicting patterns in auditing monthly balances (Q3156646) (← links)
- Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (Q4016843) (← links)
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- A case study in applying neural networks to predicting insolvency for property and casualty insurers (Q4383665) (← links)
- Neuro-fuzzy modeling in bankruptcy prediction (Q4922434) (← links)
- Bayesian regularized artificial neural networks for the estimation of the probability of default (Q5121501) (← links)
- A comparison of artificial neural network and multinomial logit models in predicting mergers (Q5128954) (← links)
- EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE (Q5305098) (← links)
- Differentiating between good credits and bad credits using neuro-fuzzy systems (Q5955100) (← links)
- A neuro-structural framework for bankruptcy prediction (Q6063321) (← links)
- A transformer-based model for default prediction in mid-cap corporate markets (Q6167415) (← links)
- Financial distress prediction using support vector machines and logistic regression (Q6637763) (← links)
