Forecasting corporate failure using ensemble of self-organizing neural networks

DOI10.1016/j.ejor.2020.06.020zbMath1487.91165OpenAlexW3036124210MaRDI QIDQ2028771

Philippe du Jardin

Publication date: 3 June 2021

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2020.06.020

zbMATH Keywords

risk analysisforecastingfinancecorporate failureensemble-based model

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (4)

Series hybridization of parallel (SHOP) models for time series forecasting ⋮ Designing topological data to forecast bankruptcy using convolutional neural networks ⋮ Forecasting mortality rates with a coherent ensemble averaging approach ⋮ Data-driven decision model based on local two-stage weighted ensemble learning

Uses Software

• XGBoost

Cites Work

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