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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...
Autores principales: | Li, Zhiyong, Feng, Chen, Tang, Ying |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2022
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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 |
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