Prediction of bankruptcy using support vector machines: an application to bank bankruptcy

DOI10.1080/00949655.2012.666550zbMath1453.62705OpenAlexW2128205874MaRDI QIDQ5218886

Birsen Eygi Erdogan

Publication date: 6 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.666550

zbMATH Keywords

support vector machinesbankruptcy predictionfinancial ratiosbank classification

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis

Cites Work

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• Support vector machines with applications
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• On multicollinearity and concurvity in some nonlinear multivariate models
• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
• Assessing bank efficiency and performance with operational research and artificial intelligence techniques: a survey

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