An insight into the experimental design for credit risk and corporate bankruptcy prediction systems

Journal of Intelligent Information Systems

Volumn 44, Issue 1, 2015, Pages 159-189

  García, Vicente ^a   Marqués, Ana I ^b   Sánchez, J Salvador ^b  

^a UNIVERSIDAD AUTÓNOMA DE CIUDAD JUÁREZ   (Mexico)

^b UNIVERSITAT JAUME I   (Spain)

Author keywords

Corporate bankruptcy; Credit risk; Data splitting; Experimental design; Performance metric; Statistical test

Indexed keywords

DECISION MAKING; FORECASTING; PREDICTIVE ANALYTICS; RISK ASSESSMENT; STATISTICAL TESTS; STATISTICS;

ACCURATE PREDICTION; BANKRUPTCY PREDICTION; CORPORATE BANKRUPTCY; CREDIT RISKS; DATA SPLITTING; PERFORMANCE EVALUATION METRICS; PERFORMANCE METRICES; VALIDATION STANDARDS;

DESIGN OF EXPERIMENTS;

EID: 84925484561     PISSN: 09259902     EISSN: 15737675     Source Type: Journal    
DOI: 10.1007/s10844-014-0333-4     Document Type: Article

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