Pages that link to "Item:Q5430345"
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The following pages link to Bankruptcy prediction by generalized additive models (Q5430345):
Displaying 17 items.
- Ensemble classification based on generalized additive models (Q151094) (← links)
- An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market (Q320966) (← links)
- Bankruptcy prediction using terminal failure processes (Q726265) (← links)
- Identifying hidden patterns in credit risk survival data using generalised additive models (Q1735199) (← links)
- A comparison of Bayesian, hazard, and mixed logit model of bankruptcy prediction (Q2356164) (← links)
- Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection (Q2397982) (← links)
- Application of the Poisson process model for the early detection of enterprises' bankruptcy (Q2711714) (← links)
- Predicting default probabilities in emerging markets by new conic generalized partial linear models and their optimization (Q2903133) (← links)
- Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152) (← links)
- The influence of the business cycle on bankruptcy probability (Q3438334) (← links)
- (Q3636170) (← links)
- Bankruptcy Prediction with Industry Effects (Q4676174) (← links)
- Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting (Q4687494) (← links)
- Quantification of model risk that is caused by model misspecification (Q5073380) (← links)
- (Q5192572) (← links)
- Forecasting retained earnings of privately held companies with PCA and \(L^1\) regression (Q6570577) (← links)
- Lost in a black-box? Interpretable machine learning for assessing Italian SMEs default (Q6581548) (← links)
