Variable selection in default risk models-Reference-Cited by-同舟云学术

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Variable selection in default risk models

Published:2011-03 Issue:1 Volume:5 Page:3-19
ISSN:1753-9579
Container-title:The Journal of Risk Model Validation
language:
Short-container-title:JRMV

Author:

Amendola Alessandra,Restaino Marialuisa,Sensini Luca

Publisher

Infopro Digital Services Limited

Subject

Applied Mathematics,Economics and Econometrics,Finance,Modeling and Simulation

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Measuring corporate failure risk: Does long short-term memory perform better in all markets?;Investment Analysts Journal;2023-01-02

2. Variable Selection in Binary Logistic Regression for Modelling Bankruptcy Risk;Springer Proceedings in Mathematics & Statistics;2023

3. Financial Distress and Bankruptcy Prediction Research in Indonesia: Last 20 Years;Advances in Economics, Business and Management Research;2022

4. Feature selection in credit risk modeling: an international evidence;Economic Research-Ekonomska Istraživanja;2021-01-17

5. A two‐stage Bayesian network model for corporate bankruptcy prediction;International Journal of Finance & Economics;2020-08-10

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