Bankruptcy prediction using terminal failure processes

DOI10.1016/j.ejor.2014.09.059zbMath1341.91134OpenAlexW2060965741MaRDI QIDQ726265

Philippe du Jardin

Publication date: 8 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2014.09.059

zbMATH Keywords

forecastingfinancebankruptcy predictionfailure processes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Credit risk (91G40)

Related Items (6)

A transformer-based model for default prediction in mid-cap corporate markets ⋮ Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions ⋮ Forecasting bankruptcy using biclustering and neural network-based ensembles ⋮ News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions ⋮ Can earnings management information improve bankruptcy prediction models? ⋮ Extending business failure prediction models with textual website content using deep learning

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