Anticipating bank distress in the Eurozone : an Extreme Gradient Boosting approach
Francisco Climent, Alexandre Momparler, Pedro Carmona
| Year of publication: |
2019
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|---|---|
| Authors: | Climent Diranzo, Francisco J. ; Momparler, Alexandre ; Carmona, Pedro |
| Published in: |
Journal of business research : JBR. - New York, NY : Elsevier, ISSN 0148-2963, ZDB-ID 189773-1. - Vol. 101.2019, p. 885-896
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| Subject: | Bank failure prediction | Bank failure prevention | Bank financial distress | Machine learning | Extreme Gradient Boosting | XGBoost | Bankinsolvenz | Bank failure | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Bankenkrise | Banking crisis | Künstliche Intelligenz | Artificial intelligence | Frühwarnsystem | Early warning system | Eurozone | Euro area | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbusres.2018.11.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012103653