A new classifier based on the reference point method with application in bankruptcy prediction

A new classifier based on the reference point method with application in bankruptcy prediction

The finance industry relies heavily on the risk modelling and analysis toolbox to assess the risk profiles of entities such as individual and corporate borrowers and investment vehicles. Such toolbox includes a variety of parametric and nonparametric methods for predicting risk class belonging. In t...

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Bibliographic Details
Main Authors: Bouslah, K. (Author), Cabello, J.M (Author), Ouenniche, J. (Author), Ruiz, F. (Author)
Format: Article
Language:English
Published: Taylor and Francis Ltd. 2018
Subjects:
bankruptcy
Bankruptcy prediction
Classification (of information)
Classification analysis
Digital storage
Forecasting
In-sample prediction
k-nearest neighbour classifier
K-nearest neighbours
Nearest neighbor search
out-of-sample prediction
Predictive performance
Reference point method
reference point method classifier
Risk assessment
Risk class
risk class prediction
Sample classification
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