Bayesian Kernel-Based Classification for Financial Distress Detection
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- Gestel, Tony Van & Baesens, Bart & Suykens, Johan A.K. & Van den Poel, Dirk & Baestaens, Dirk-Emma & Willekens, Marleen, 2006. "Bayesian kernel based classification for financial distress detection," European Journal of Operational Research, Elsevier, vol. 172(3), pages 979-1003, August.
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- Martens, David & Baesens, Bart & Van Gestel, Tony & Vanthienen, Jan, 2007. "Comprehensible credit scoring models using rule extraction from support vector machines," European Journal of Operational Research, Elsevier, vol. 183(3), pages 1466-1476, December.
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- Li, Hui & Hong, Lu-Yao & He, Jia-Xun & Xu, Xuan-Guo & Sun, Jie, 2013. "Small sample-oriented case-based kernel predictive modeling and its economic forecasting applications under n-splits-k-times hold-out assessment," Economic Modelling, Elsevier, vol. 33(C), pages 747-761.
- Geng, Ruibin & Bose, Indranil & Chen, Xi, 2015. "Prediction of financial distress: An empirical study of listed Chinese companies using data mining," European Journal of Operational Research, Elsevier, vol. 241(1), pages 236-247.
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More about this item
KeywordsCredit Scoring; Kernel Fisher Discriminant Analysis; Least Squares Support Vector Machine Classifiers; Bayesian Inference;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-08-31 (All new papers)
- NEP-CMP-2004-08-31 (Computational Economics)
- NEP-ECM-2004-08-31 (Econometrics)
- NEP-ETS-2004-08-31 (Econometric Time Series)
- NEP-FIN-2004-08-31 (Finance)
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