Bankruptcy prediction using machine learning and Shapley additive explanations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11156-023-01192-x.pdf
Reference72 articles.
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2. Alfaro E, García N, Gámez M, Elizondo D (2008) Bankruptcy forecasting: an empirical comparison of AdaBoost and neural networks. Decis Support Syst 45:110–122. https://doi.org/10.1016/j.dss.2007.12.002
3. Almaskati N, Bird R, Yeung D, Lu Y (2021) A horse race of models and estimation methods for predicting bankruptcy. Adv Account 52:100513. https://doi.org/10.1016/j.adiac.2021.100513
4. Altman EI (1968) Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. J Finance 23:589–609
5. Altman EI, Haldeman RG, Narayanan P (1977) ZETATM analysis A new model to identify bankruptcy risk of corporations. J Bank Finance 1:29–54
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