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Keywords: Random forest
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Journal Articles
Default prediction using balance-sheet data: a comparison of models
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2017) 18 (5): 523–540.
Published: 20 November 2017
...Andreas Behr; Jurij Weinblat Purpose The purpose of this paper is to do a performance comparison of three different data mining techniques. Design/methodology/approach Logit model, decision tree and random forest are applied in this study on British, French, German, Italian, Portuguese...
