An AutoML application to forecasting bank failures
Author:
Affiliation:
1. Department of Economics, Democritus University of Thrace, Komotini, Greece
2. Gnosis Data Analysis PC, Heraklion, Greece
3. Computer Science Department, University of Crete, Heraklion, Greece
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2020.1725230
Reference4 articles.
1. Financial credit risk assessment: a recent review
2. Forecasting bank failures and stress testing: A machine learning approach
3. Feature Selection with the R Package MXM: Discovering Statistically Equivalent Feature Subsets
4. Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation
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