Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
From MaRDI portal
Publication:1730582
DOI10.1007/s10479-018-2814-2zbMath1409.91291OpenAlexW2794309410MaRDI QIDQ1730582
Mohammad Mahdi Mousavi, Jamal Ouenniche
Publication date: 6 March 2019
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10454/16704
performance measuresslacks-based measureperformance criteriacontext-dependent data envelopment analysiscorporate distress prediction
Financial applications of other theories (91G80) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (7)
Do sovereign credit ratings matter for corporate credit ratings? ⋮ Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis ⋮ Designing topological data to forecast bankruptcy using convolutional neural networks ⋮ Benefits of the implementation of supply chain finance ⋮ Banks' business strategies on the edge of distress ⋮ Forecasting bankruptcy using biclustering and neural network-based ensembles ⋮ MURAME parameter setting for creditworthiness evaluation: data-driven optimization
Cites Work
- Unnamed Item
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Measuring the efficiency of decision making units
- Bankruptcy prediction using terminal failure processes
- Estimating most productive scale size using data envelopment analysis
- Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
- DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique
- Returns to scale in different DEA models.
- Estimating returns to scale using non-parametric deterministic technologies: A new method based on goodness-of-fit
- An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
- Bankruptcy prediction in firms with statistical and intelligent techniques and a comparison of evolutionary computation approaches
- Assessing bank efficiency and performance with operational research and artificial intelligence techniques: a survey
- Choosing Between Logistic Regression and Discriminant Analysis
- Bankruptcy Prediction with Industry Effects
- Comparative analysis of artificial neural network models: Application in bankruptcy prediction
- A slacks-based measure of efficiency in data envelopment analysis
This page was built for publication: Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions