Survival and Neural Models for Private Equity Exit Prediction

Author:

Calafiore Giuseppe C.,Morales Marisa H.,Tiozzo Vittorio,Fracastoro Giulia,Marquie Serge

Publisher

Elsevier BV

Subject

Control and Systems Engineering

Reference28 articles.

1. Bain & Company (2019). Global Private Equity Report 2019. https://www.bain.com/contentassets/875a49e26e9c4775942ec5b86084df0a/bain_report_private_equity_report_2019.pdff.

2. Bhat, H.S. and Zaelit, D. (2011). Predicting private company exits using qualitative data. In Pacific-Asia Conference on Knowledge Discovery and Data Mining, 399–410. Springer.

3. Calafiore, G.C., Morales, M.H., Tiozzo, V., and Mar-quie, S. (2019). A classifiers voting model for exit prediction of privately held companies. arXiv preprint arXiv:1910.13969.

4. Chicago Board Options Exchange (2019). VIX index. http://www.cboe.com/vix.

5. The generalized f distribution: an umbrella for parametric survival analysis;Cox;Statistics in medicine,2008

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