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RePEcRisk, Credit & Banking

Artificial Neural Networks Enhance Credit Risk Prediction

The study reveals that machine learning is superior to logistic regression in predicting company bankruptcy, and its predictive accuracy increases when factors like changes in operating expenditure are included in the model.

Featured in No. 7 on 12 Jul 2023 · on release day

Released
12 Jul 2023
First featured
No. 7 · 12 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
11
Identifier
RePEc:taf:oaefxx:v:11:y:2023:i:1:p:2210916

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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