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Citations for " Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress"

by Frydman, Halina & Altman, Edward I & Kao, Duen-Li

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  1. Leon G. Shilton & John Teall, 1994. "Option-Based Prediction of Commercial Mortgage Defaults," Journal of Real Estate Research, American Real Estate Society, American Real Estate Society, vol. 9(2), pages 219-236.
  2. Dimitras, A. I. & Zanakis, S. H. & Zopounidis, C., 1996. "A survey of business failures with an emphasis on prediction methods and industrial applications," European Journal of Operational Research, Elsevier, Elsevier, vol. 90(3), pages 487-513, May.
  3. Barniv, Ran & Mehrez, Abraham & Kline, Douglas M., 2000. "Confidence intervals for controlling the probability of bankruptcy," Omega, Elsevier, vol. 28(5), pages 555-565, October.
  4. Carling, Kenneth & Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2007. "Corporate credit risk modeling and the macroeconomy," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 845-868, March.
  5. S. Balcaen & H. Ooghe, 2004. "Alternative methodologies in studies on business failure: do they produce better results than the classical statistical methods?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 04/249, Ghent University, Faculty of Economics and Business Administration.
  6. Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2013. "Firm Default And Aggregate Fluctuations," Journal of the European Economic Association, European Economic Association, vol. 11(4), pages 945-972, 08.
  7. Guray Kucukkocaoglu & Ozge Sezgin Alp, 2012. "IPO mechanism selection by using Classification and Regression Trees," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(3), pages 873-888, April.
  8. Antonio David Somoza Lopez & Josep Vallverdu Calafell, 2003. "Una comparacion de la seleccion de los ratios contables en los modelos contable-financieros de prediccion de la insolvencia empresarial," Working Papers in Economics 94, Universitat de Barcelona. Espai de Recerca en Economia.
  9. Esteban Alfaro Cortés & Matías Gámez Martínez & Noelia García Rubio, 2007. "Multiclass Corporate Failure Prediction by Adaboost.M1," International Advances in Economic Research, International Atlantic Economic Society, vol. 13(3), pages 301-312, August.
  10. Dimitras, A. I. & Slowinski, R. & Susmaga, R. & Zopounidis, C., 1999. "Business failure prediction using rough sets," European Journal of Operational Research, Elsevier, Elsevier, vol. 114(2), pages 263-280, April.
  11. Josep M. Argilés, 1998. "Accounting information and the prediction of farm viability," Economics Working Papers 277, Department of Economics and Business, Universitat Pompeu Fabra.
  12. Pablo de Llano Monelos & Manuel Rodríguez López & Carlos Piñeiro Sánchez, 2013. "Bankruptcy Prediction Models in Galician companies. Application of Parametric Methodologies and Artificial Intelligence," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 117-136.
  13. David Feldman & Shulamith Gross, 2005. "Mortgage Default: Classification Trees Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 369-396, June.
  14. Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2005. "Exploring Interactions between Real Activity and the Financial Stance," Working Paper Series 184, Sveriges Riksbank (Central Bank of Sweden).
  15. Kattan, Michael W. & Cooper, Randolph B., 2000. "A simulation of factors affecting machine learning techniques: an examination of partitioning and class proportions," Omega, Elsevier, vol. 28(5), pages 501-512, October.
  16. Virág, Miklós & Kristóf, Tamás, 2005. "Az első hazai csődmodell újraszámítása neurális hálók segítségével
    [Recalculation of the first Hungarian bankruptcy-prediction model using neural networks]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 144-162.
  17. Ostermark, Ralf & Hoglund, Rune, 1998. "Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming," European Journal of Operational Research, Elsevier, Elsevier, vol. 108(1), pages 224-237, July.
  18. Teija Laitinen & Maria Kankaanpaa, 1999. "Comparative analysis of failure prediction methods: the Finnish case," European Accounting Review, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(1), pages 67-92.
  19. Leonardo Becchetti & Jaime Humberto Sierra Gonzalez 2, 2003. "Bankruptcy Risk and Productive Efficiency in Manufacturing Firms," CEIS Research Paper 30, Tor Vergata University, CEIS.
  20. Catherine Refait, 2004. "La prévision de la faillite fondée sur l’analyse financière de l’entreprise : un état des lieux," Économie et Prévision, Programme National Persée, vol. 162(1), pages 129-147.
  21. Wolfgang K. Härdle & Rouslan A. Moro & Dorothea Schäfer, 2004. "Rating Companies with Support Vector Machines," Discussion Papers of DIW Berlin 416, DIW Berlin, German Institute for Economic Research.
  22. Cochran, James J. & Darrat, Ali F. & Elkhal, Khaled, 2006. "On the bankruptcy of internet companies: An empirical inquiry," Journal of Business Research, Elsevier, vol. 59(10-11), pages 1193-1200, October.
  23. Platt, Harlan D. & Platt, Marjorie B., 2006. "Understanding Differences Between Financial Distress and Bankruptcy," Review of Applied Economics, Review of Applied Economics, vol. 2(2).
  24. Mohammad Saleh JAHUR & S. M. Nasrul QUADIR, 2012. "Financial Distress in Small and Medium Enterprises (SMES) of Bangladesh: Determinants and Remedial Measures," Economia. Seria Management, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 15(1), pages 46-61, June.
  25. Poon, Winnie P. H. & Firth, Michael & Fung, Hung-Gay, 1999. "A multivariate analysis of the determinants of Moody's bank financial strength ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 9(3), pages 267-283, August.
  26. de Andres, Javier & Landajo, Manuel & Lorca, Pedro, 2005. "Forecasting business profitability by using classification techniques: A comparative analysis based on a Spanish case," European Journal of Operational Research, Elsevier, Elsevier, vol. 167(2), pages 518-542, December.
  27. Bastos, Joao, 2007. "Credit scoring with boosted decision trees," MPRA Paper 8034, University Library of Munich, Germany.
  28. Harlan D. Platt & Marjorie B. Platt, 2008. "Financial Distress Comparison Across Three Global Regions," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 1(1), pages 129-162, December.
  29. Sami Ben Jabeur & Youssef Fahmi, 2014. "Les modèles de prévision de la défaillance des entreprises françaises : une approche comparative," Working Papers 2014-317, Department of Research, Ipag Business School.
  30. Llano Monelos Pablo De & Piñeiro Sánchez Carlos & Rodríguez López Manuel, 2014. "DEA as a business failure prediction tool. Application to the case of galician SMEs," Contaduría y Administración:Revista Internacional, Accounting and Management: International Journal, vol. 59(2), pages 65-96, abril-jun.
  31. Roy Batchelor & George Albanis, 2002. "Combining Heterogeneous Classifiers for Stock Selection," Working Papers, Warwick Business School, Finance Group wp02-01, Warwick Business School, Finance Group.
  32. Carlos Serrano-Cinca, 1997. "Feedforward neural networks in the classification of financial information," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 183-202.
  33. Paolo Angelis & Fulvio Gismondi & Riccardo Ottaviani, 1994. "A non-parametric statistical model for the control of Italian insurance companies," Decisions in Economics and Finance, Springer, vol. 17(1), pages 69-84, March.
  34. Suzan Hol, 2006. "The influence of the business cycle on bankruptcy probability," Discussion Papers, Research Department of Statistics Norway 466, Research Department of Statistics Norway.
  35. LaDue, Eddy L. & Miller, Lynn H. & Kwiatkowski, Joseph H., 1990. "Investment Behavior And Energy Conservation," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 19(2), October.
  36. Kim, Soo Y. & Upneja, Arun, 2014. "Predicting restaurant financial distress using decision tree and AdaBoosted decision tree models," Economic Modelling, Elsevier, vol. 36(C), pages 354-362.
  37. du Jardin, Philippe & Severin, Eric, 2011. "Forecasting financial failure using a Kohonen map: A comparative study to improve model stability over time," MPRA Paper 39935, University Library of Munich, Germany, revised 03 Apr 2012.
  38. du Jardin, Philippe, 2012. "The influence of variable selection methods on the accuracy of bankruptcy prediction models," MPRA Paper 44383, University Library of Munich, Germany.
  39. Salehi Mahdi & Rostami Neda, 2013. "Bankruptcy Prediction By Using Support Vector Machines And Genetic Algorithms," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 8(1), pages 104-114, April.
  40. Cakir, Murat, 2005. "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
    [Machine Learning Techniques in Determining the Dynamics of Corporat
    ," MPRA Paper 55975, University Library of Munich, Germany.
  41. Aaro Hazak & Kadri Männasoo, 2007. "Indicators of corporate default : an EU based empirical study," Bank of Estonia Working Papers 2007-10, Bank of Estonia, revised 04 Sep 2007.
  42. Espahbodi, Hassan & Espahbodi, Pouran, 2003. "Binary choice models and corporate takeover," Journal of Banking & Finance, Elsevier, vol. 27(4), pages 549-574, April.
  43. An, Xudong & Deng, Yongheng & Gabriel, Stuart A., 2011. "Asymmetric information, adverse selection, and the pricing of CMBS," Journal of Financial Economics, Elsevier, Elsevier, vol. 100(2), pages 304-325, May.