Benchmarking Machine Learning Models to Predict Corporate Bankruptcy
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References listed on IDEAS
- Merton, Robert C, 1974.
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
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- Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
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Cited by:
- Agam Shah & Suvan Paturi & Sudheer Chava, 2023. "Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis," Papers 2305.07972, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-01-16 (Big Data)
- NEP-CMP-2023-01-16 (Computational Economics)
- NEP-FMK-2023-01-16 (Financial Markets)
- NEP-FOR-2023-01-16 (Forecasting)
- NEP-RMG-2023-01-16 (Risk Management)
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