A Hybrid Bankruptcy Prediction Model with Dynamic Loadings on Accounting-Ratio-Based and Market-Based Information: A Binary Quantile Regression Approach

By M. Li, Peter Miu. 2010

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Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016, methodology): “…to the generalized linear models that can be used in both decision making and providing certainty of the prediction (Ohlson, 1980; Zmijewski, 1984; Zavgren, 1983; Aziz et al., 1988; Platt and Platt, 1990; Koh, 1991; Hopwood et al., 1994; Platt et al., 1994; Grice and Dugan, 2003; Li and Miu, 2010).”
Financial Risk Measurement and Prediction Modelling for Sustainable Development of Business Entities Using Regression Analysis (2018, background): “Li and Miu [35] establish a prediction model with dynamic loading on accounting ratio-based and market-based information using a regression approach.”
Do global factors impact BRICS stock markets? A quantile regression approach (2014, background): “…Engle and Manganelli, 2004; Rubia and Sanchis-Marco, 2013), systemic risk (e.g., Adrian and Brunnermeier, 2011) and bankruptcy prediction (e.g., Li and Miu, 2010) and to model dependence between financial variables (e.g., Bassett and Chen, 2001; Chuang et al., 2009; Baur et al., 2012; Lee and…”