Financial Distress Prediction and Feature Selection in Multiple Periods by Lassoing Unconstrained Distributed Lag Non-linear Models
In this paper, we propose a new framework of a financial early warning system through combining the unconstrained distributed lag model (DLM) and widely used financial distress prediction models such as the logistic model and the support vector machine (SVM) for the purpose of improving the performa...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/8/1275 |