Name
Title | ||
|---|---|---|
An Ordinal Classification Framework for Bank Failure Prediction: Methodology and Empirical Evidence for US Banks |
Abstract | ||
|---|---|---|
•Prediction of bank failures for short and long-term horizons.•Diversification is a strong predictive factor for early warning failure signals.•Introduction of an ordinal classification approach for predicting bank failures.•Error-correcting schemes are proposed for model construction. |
Year | DOI | Venue |
|---|---|---|
2020 | 10.1016/j.ejor.2019.09.040 | European Journal of Operational Research |
Keywords | DocType | Volume |
OR in banking,Bank failure prediction,Ordinal classification,Multiple criteria analysis | Journal | 282 |
Issue | ISSN | Citations |
2 | 0377-2217 | 1 |
PageRank | References | Authors |
0.35 | 0 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Georgios Manthoulis | 1 | 1 | 0.35 |
| Michalis Doumpos | 2 | 1 | 0.35 |
| Constantin Zopounidis | 3 | 1066 | 90.47 |
| Emilios Galariotis | 4 | 34 | 3.10 |