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Theorie 18 Theory 18 Credit risk 17 Kreditrisiko 17 Forecasting model 13 Prognoseverfahren 13 Risikomanagement 13 Risk management 13 Artificial intelligence 10 China 10 Insolvency 10 Insolvenz 10 Künstliche Intelligenz 10 Risikomaß 9 Risk measure 9 Risiko 8 Risk 8 Bank risk 6 Bankrisiko 6 Portfolio selection 6 Portfolio-Management 6 machine learning 6 Bank 4 Basel Accord 4 Basler Akkord 4 Credit rating 4 Financial crisis 4 Finanzkrise 4 Kreditwürdigkeit 4 Systemic risk 4 Systemrisiko 4 backtesting 4 credit risk 4 model risk 4 ARCH model 3 ARCH-Modell 3 Measurement 3 Messung 3 Neural networks 3 Neuronale Netze 3
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Undetermined 38
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Article 38
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Article in journal 38 Aufsatz in Zeitschrift 38
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English 38
Author
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Chi, Guotai 4 Han, Guanghui 2 Liang, Hongyan 2 Liu, Jiaming 2 Liu, Zilong 2 Zhou, Ying 2 Alaghmandan, Mahmood 1 Arkhypov, Sergii 1 Arnsdorf, Matthias 1 Banerjee, Sayan 1 Borkowska, Olimpia 1 Cagliero, Emanuele 1 Cai, Chunlin 1 Cao, Zijin 1 Caprioli, Sergio 1 Chen, Huiqiong 1 Chen, Juan 1 Chen, Li 1 Chen, Ruhao 1 Chorniy, Vladimir 1 Crupi, Riccardo 1 Dryver, Arthur Lance 1 Egozcue, Martín 1 Elya Nabila Abdul Bahri 1 Fan, Lingling 1 Ha Tran Manh 1 Hao, Yanan 1 Hou, Jiahao 1 Hu, Qiuli 1 Huang, Jianjie 1 Huang, Jingyuan 1 Huobao, Xie 1 Jeyanthi, P. Mary 1 Jia, Ming 1 Jiang, Shuyang 1 Joumaa, Mazin 1 Kubkowski, Mariusz 1 Kurpanik, Jarosław 1 Li, Cheng 1 Li, Cun 1
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The journal of risk model validation 38
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ECONIS (ZBW) 38
Showing 1 - 10 of 38
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The fate of zombie firms : prediction, determinants and exit paths
Veganzones, David; Severin, Eric - In: The journal of risk model validation 19 (2025) 1, pp. 61-95
Persistent link: https://www.econbiz.de/10015459734
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Enhancing default prediction in alternative lending : leveraging credit bureau data and machine learning
Liu, Zilong; Liang, Hongyan - In: The journal of risk model validation 19 (2025) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10015459745
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Overcoming issues with time-scaling value-at-risk
Maga, Anastasia; Dryver, Arthur Lance - In: The journal of risk model validation 19 (2025) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10015459752
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Research on the dynamic early warning effect on the manufacturing industry from the perspective of systemic financial risks : evidence from the Chinese market
Han, Guanghui; Cao, Zijin; Xie, Hui - In: The journal of risk model validation 19 (2025) 2, pp. 1-32
Persistent link: https://www.econbiz.de/10015459853
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A three-stage fusion model for predicting financial distress considering semantic and sentiment information
Liu, Jiaming; Yuan, Bo - In: The journal of risk model validation 19 (2025) 2, pp. 33-71
Persistent link: https://www.econbiz.de/10015459860
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Model risk quantification for machine learning models in credit risk
Prorokowski, Lukasz - In: The journal of risk model validation 19 (2025) 2, pp. 73-109
Persistent link: https://www.econbiz.de/10015459866
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A comprehensive explainable approach for imbalanced financial distress prediction
Chen, Ruhao; Lu, Tong-Yu; Min, Jiyuan; Xu, Wenfu - In: The journal of risk model validation 19 (2025) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10015459875
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Systemic importance identification and risk supervision of banks : evidence from China
Chen, Juan; Hu, Qiuli; Tu, Lilan; Liu, Si - In: The journal of risk model validation 19 (2025) 3, pp. 59-84
Persistent link: https://www.econbiz.de/10015459886
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Failure mode and effects analysis-analytic hierarchy process (FMEA-AHP) model in supplier risk management
Panić, Marija; Xiaojun, Que - In: The journal of risk model validation 19 (2025) 3, pp. 33-57
Persistent link: https://www.econbiz.de/10015459881
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A study of China's financial market risks in the context of Covid-19, based on a rolling generalized autoregressive score model using the asymmetric Laplace distribution
Han, Guanghui; Liu, Panpan; Zhang, Yueqiang; Li, Xiaobo - In: The journal of risk model validation 18 (2024) 1, pp. 83-96
Persistent link: https://www.econbiz.de/10014556673
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