Estimating corporate bankruptcy forecasting models by maximizing discriminatory power
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DOI: 10.1007/s11156-021-00995-0
Abstract: In this paper, we estimate coefficients of bankruptcy forecasting models, such as logistic and neural network models, by maximizing their discriminatory power as measured by the Area Under Receiver Operating Characteristics (AUROC) curve. A method… read more here.
Keywords: bankruptcy forecasting; bankruptcy; forecasting models; discriminatory power ... See more keywords