Default prediction using balance-sheet data : a comparison of models
Andreas Behr and Jurij Weinblat
| Year of publication: |
2017
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|---|---|
| Authors: | Behr, Andreas ; Weinblat, Jurij |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 18.2017, 5, p. 523-540
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| Subject: | Random forest | Insolvency | Logit model | Default prediction | Classification tree | Probabilistic classification | Insolvenz | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Theorie | Theory | Logit-Modell | Klassifikation | Classification | Kreditwürdigkeit | Credit rating | Wahrscheinlichkeitsrechnung | Probability theory |