Combining corporate governance indicators with stacking ensembles for financial distress prediction
In this paper, we use a stacking ensemble to construct a bankruptcy prediction model. We
collect a comprehensive list of 40 financial ratios (FRs) and 21 corporate governance …
collect a comprehensive list of 40 financial ratios (FRs) and 21 corporate governance …
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
In the context of credit scoring, ensemble methods based on decision trees, such as the
random forest method, provide better classification performance than standard logistic …
random forest method, provide better classification performance than standard logistic …
Financial distress prediction: The case of French small and medium-sized firms
Financial distress prediction is a central issue in empirical finance that has drawn a lot of
research interests in the literature. This paper aims to predict the financial distress of French …
research interests in the literature. This paper aims to predict the financial distress of French …
Bankruptcy prediction for private firms in developing economies: a scoping review and guidance for future research
The majority of studies on corporate bankruptcy detection are devoted to publicly-traded
firms in advanced economies. Literature on bankruptcy prediction for private corporations is …
firms in advanced economies. Literature on bankruptcy prediction for private corporations is …
Does audit report information improve financial distress prediction over Altman's traditional Z‐Score model?
N Muñoz‐Izquierdo, EK Laitinen… - Journal of …, 2020 - Wiley Online Library
We analyze empirically the usefulness of combining accounting and auditing data in order to
predict corporate financial distress. Concretely, we examine whether audit report information …
predict corporate financial distress. Concretely, we examine whether audit report information …
Bankruptcy risk, its financial determinants and reporting delays: Do managers have anything to hide?
O Lukason, MM Camacho-Miñano - Risks, 2019 - mdpi.com
The aim of this study was to investigate whether firms' reporting delays are interconnected
with bankruptcy risk and its financial determinants. This study was based on 698,189 firm …
with bankruptcy risk and its financial determinants. This study was based on 698,189 firm …
Predicting corporate financial failure using macroeconomic variables and accounting data
E Acosta-González, F Fernández-Rodríguez… - Computational …, 2019 - Springer
Recent studies of the prediction of corporate financial failure have taken into account many
factors, mostly corresponding to financial ratios derived from firms' annual accounts …
factors, mostly corresponding to financial ratios derived from firms' annual accounts …
A two-layer nested heterogeneous ensemble learning predictive method for COVID-19 mortality
S Cui, Y Wang, D Wang, Q Sai, Z Huang… - Applied Soft …, 2021 - Elsevier
The COVID-19 epidemic has had a great adverse impact on the world, having taken a heavy
toll, killing hundreds of thousands of people. In order to help the world better combat COVID …
toll, killing hundreds of thousands of people. In order to help the world better combat COVID …
Is the external audit report useful for bankruptcy prediction? Evidence using artificial intelligence
N Muñoz-Izquierdo, MM Camacho-Miñano… - International Journal of …, 2019 - mdpi.com
Despite the number of studies on bankruptcy prediction using financial ratios, very little is
known about how external audit information can contribute to anticipating financial distress …
known about how external audit information can contribute to anticipating financial distress …
Corporate bankruptcy and insolvency prediction model
In any competitive economy, the risk of bankruptcy is pervasive. The research aims to
contribute in improving the predictive power of bankruptcy and insolvency risk among …
contribute in improving the predictive power of bankruptcy and insolvency risk among …