Time-series data, which exhibit a low signal-to-noise ratio, non-stationarity, and non-linearity, are commonly seen in high-frequency stock trading, where the objective is to increase the likelihood of profit by taking advantage of tiny discrepancies in prices and trading on them quickly and in...

During the last three decades various models have been proposed by the literature to predict the risk of bankruptcy and of firm insolvency. In this work there is a survey on the methodologies used by the author for the analysis of default risk, taking into account several approaches suggested by...