Bankruptcy prediction by generalized additive models

Applied Stochastic Models in Business and Industry

Volumn 23, Issue 2, 2007, Pages 129-143

  Berg, Daniel ^a  

^a UNIVERSITY OF OSLO   (Norway)

Author keywords

Bankruptcy prediction; Default horizon; Generalized additive models; Multi year model; Performance depreciation

Indexed keywords

DATABASE SYSTEMS; MATHEMATICAL MODELS; NEURAL NETWORKS; RISK ASSESSMENT; ROBUSTNESS (CONTROL SYSTEMS);

BANKRUPTCY PREDICTION; DEFAULT HORIZON; GENERALIZED ADDITIVE MODELS; MULTI YEAR MODEL; PERFORMANCE DEPRECIATION;

ECONOMIC ANALYSIS;

EID: 34247898861     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.658     Document Type: Article

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