Using Bayesian networks for bankruptcy prediction: some methodological issues

DOI10.1016/j.ejor.2006.04.019zbMath1123.90305OpenAlexW1973611074MaRDI QIDQ869612

Prakash P. Shenoy, Li-Li Sun

Publication date: 8 March 2007

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2006.04.019

zbMATH Keywords

Bayesian networksvariable selectionnaïve Bayesbankruptcy predictiondiscretization of continuous variables

Mathematics Subject Classification ID

Stochastic network models in operations research (90B15)

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Cites Work

• On the handling of continuous-valued attributes in decision tree generation
• Genetic programming and rough sets: a hybrid approach to bankruptcy classification
• Bayesian Models for Early Warning of Bank Failures
• Comparison of Discrimination Techniques Applied to a Complex Data Set of Head Injured Patients
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
• Certainty Equivalents for Three-Point Discrete-Distribution Approximations
• Discrete Approximations of Probability Distributions
• Three-Point Approximations for Continuous Random Variables