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Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis

For decades, the prediction of bank failure has been a popular topic in credit risk and banking studies. Statistical and machine learning methods have been working well in predicting the probability of bankruptcy for different time horizons prior to the failure. In recent years, bank efficiency has...

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Detalles Bibliográficos
Autores principales: Li, Zhiyong, Feng, Chen, Tang, Ying
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8928719/
https://www.ncbi.nlm.nih.gov/pubmed/35313613
http://dx.doi.org/10.1007/s10479-022-04597-4