Bayesian regularized artificial neural networks for the estimation of the probability of default-Reference-Cited by-同舟云学术

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Bayesian regularized artificial neural networks for the estimation of the probability of default

Published:2019-10-31 Issue:2 Volume:20 Page:311-328
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Sariev Eduard¹,Germano Guido¹²

Affiliation:

1. Financial Computing and Analytics Group, Department of Computer Science, University College London, Gower Street, London, WC1E 6BT, UK

2. Systemic Risk Centre, London School of Economics and Political Science, Houghton Street, London, WC2A 2AE, UK

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2019.1633014

Reference23 articles.

1. Financial performance evaluation and bankruptcy prediction (failure)1

2. Modeling default risk with support vector machines

4. Artificial neural networks, back propagation, and the Kelley-Bryson gradient procedure

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