Sign Up to like & get
recommendations!
2
Published in 2021 at "Journal of the Operational Research Society"
DOI: 10.1080/01605682.2020.1740620
Abstract: Abstract This paper proposes a new method to select the most relevant covariates for predicting bank defaults. In particular, as bank failure is a rare event, we estimate the probability of default of financial institutions…
read more here.
Keywords:
presence;
new procedure;
procedure;
procedure variable ... See more keywords