[PDF][PDF] Bankruptcy prediction using machine learning and an application to the case of the COVID-19 recession

A Narvekar, D Guha - Data Science in Finance and …, 2021 - pdfs.semanticscholar.org
Bankruptcy prediction is an important problem in finance, since successful predictions would
allow stakeholders to take early actions to limit their economic losses. In recent years many …

New metrics and approaches for predicting bankruptcy

F Barboza, LFC Basso, H Kimura - Communications in Statistics …, 2023 - Taylor & Francis
Credit risk models, particularly those seeking to understand signals given by companies
close to bankruptcy, are under constant discussion and updating. Statistical models are …

Machine learning for bankruptcy prediction in the American stock market: dataset and benchmarks

G Lombardo, M Pellegrino, G Adosoglou, S Cagnoni… - Future Internet, 2022 - mdpi.com
Predicting corporate bankruptcy is one of the fundamental tasks in credit risk assessment. In
particular, since the 2007/2008 financial crisis, it has become a priority for most financial …

Comparative Analysis of Machine Learning Models for Bankruptcy Prediction in the Context of Pakistani Companies

D Máté, H Raza, I Ahmad - Risks, 2023 - mdpi.com
This article presents a comparative analysis of machine learning models for business failure
prediction. Bankruptcy prediction is crucial in assessing financial risks and making informed …

Bankruptcy prediction using machine learning and Shapley additive explanations

HH Nguyen, JL Viviani, S Ben Jabeur - Review of Quantitative Finance …, 2023 - Springer
Recently, ensemble-based machine learning models have been widely used and have
demonstrated their efficiency in bankruptcy prediction. However, these algorithms are black …

Data analytic approach for bankruptcy prediction

H Son, C Hyun, D Phan, HJ Hwang - Expert Systems with Applications, 2019 - Elsevier
Bankruptcy prediction problem has been intensively studied over the past decades. From
traditional statistical models to state of the art machine learning models, various predictive …

Bankruptcy prediction using machine learning techniques

S Shetty, M Musa, X Brédart - Journal of Risk and Financial Management, 2022 - mdpi.com
In this study, we apply several advanced machine learning techniques including extreme
gradient boosting (XGBoost), support vector machine (SVM), and a deep neural network to …

Machine learning models and bankruptcy prediction

F Barboza, H Kimura, E Altman - Expert Systems with Applications, 2017 - Elsevier
There has been intensive research from academics and practitioners regarding models for
predicting bankruptcy and default events, for credit risk management. Seminal academic …

Predicting corporate bankruptcy: An evaluation of alternative statistical frameworks

S Jones, D Johnstone, R Wilson - Journal of Business Finance …, 2017 - Wiley Online Library
Corporate bankruptcy prediction has attracted significant research attention from business
academics, regulators and financial economists over the past five decades. However, much …

Machine learning in bankruptcy prediction–a review

C Clement - Journal of Public Administration, Finance and Law, 2020 - ceeol.com
There is an increasing interest in machine learning for bankruptcy prediction with more and
more researchers contributing to the literature. Although there is a considerable amount of …