Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case

DOI10.1016/j.ejor.2004.03.023zbMath1064.91511OpenAlexW2133292035MaRDI QIDQ1780766

Serpil Canbas, Altan Cabuk, Suleyman Bilgin Kilic

Publication date: 13 June 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.03.023

zbMATH Keywords

Principal component analysisProbitDiscriminantLogitBank failure

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites Work

• A user-oriented implementation of the ELECTRE-TRI method integrating preference elicitation support
• Combining discriminant methods in solving classification problems in two-group discriminant analysis
• A multicriteria decision aid methodology for sorting decision problems: The case of financial distress
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions

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