Macroeconomic factors, industrial enterprises, and debt default prediction : based on the VAR-GRU model
Zhenqing Liu, Yi Luo, Mohan Duan
| Year of publication: |
2025
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|---|---|
| Authors: | Liu, Zhenqing ; Luo, Yi ; Duan, Mohan |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 78.2025, Art.-No. 107122, p. 1-17
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| Subject: | Machine learning | Corporate debt default rate | Dynamic factor model | Integrated feature selection | Vector autoregressive model | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | VAR-Modell | VAR model | Künstliche Intelligenz | Artificial intelligence | Verbindlichkeiten | Corporate debt | Faktorenanalyse | Factor analysis | Kreditwürdigkeit | Credit rating |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.107122 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015416212