Corporate default predictions using machine learning: Literature review H Kim, H Cho, D Ryu Sustainability 12 (16), 6325, 2020 | 79 | 2020 |
Corporate bankruptcy prediction using machine learning methodologies with a focus on sequential data H Kim, H Cho, D Ryu Computational Economics 59 (3), 1231-1249, 2022 | 74 | 2022 |
An empirical study on credit card loan delinquency H Kim, H Cho, D Ryu Economic systems 42 (3), 437-449, 2018 | 45 | 2018 |
ESG performance and firm value in the Chinese market R Cheng, H Kim, D Ryu Investment Analysts Journal 53 (1), 1-15, 2024 | 43 | 2024 |
Time‐series momentum in China's commodity futures market H Ham, H Cho, H Kim, D Ryu Journal of Futures Markets 39 (12), 1515-1528, 2019 | 37 | 2019 |
Characteristics of mortgage terminations: An analysis of a loan-level dataset H Kim, H Cho, D Ryu The Journal of Real Estate Finance and Economics 57, 647-676, 2018 | 33 | 2018 |
Forecasting consumer credit recovery failure: Classification approaches H Kim, H Cho, D Ryu Journal of Credit Risk 17 (3), 2020 | 13 | 2020 |
Predicting corporate defaults using machine learning with geometric-lag variables H Kim, H Cho, D Ryu Investment Analysts Journal 50 (3), 161-175, 2021 | 12 | 2021 |
Default risk characteristics of construction surety bonds H Kim, H Cho, D Ryu The Journal of Fixed Income 29 (1), 77-87, 2019 | 11 | 2019 |
Measuring corporate failure risk: Does long short-term memory perform better in all markets? H Kim, H Cho, D Ryu Investment Analysts Journal 52 (1), 40-52, 2023 | 7 | 2023 |
Effects of option incentive compensation on corporate innovation: The case of China R Cheng, B Frijns, H Kim, D Ryu Economic Systems 48 (1), 101171, 2024 | 4 | 2024 |
Short-term Forecasts of the Baltic Dry Index (bdi) Using Time-series Factor Decomposition HJ Kim, DJ Ryu, H Cho Korean Management Review 48 (3), 715-731, 2019 | 4 | 2019 |
Characteristics of student loan credit recovery: evidence from a micro-level data set H Kim, H Cho, D Ryu Journal of Credit Risk, 2024 | | 2024 |