Using boosting algorithms to predict bank failure: An untold story

From a modeling point of view, our work provides a novel approach to better use XGBoost for bank failure prediction, determining the essential technical aspects that can improve the predictive accuracy. Of these technical aspects, the two crucial factors are assigning correct values to target variab...

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Vydané v:	International review of economics & finance Ročník 76; s. 40 - 54
Hlavní autori:	Pham, Xuan T.T., Ho, Tin H.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Inc 01.11.2021
Predmet:	Bank failure prediction Boosting algorithms Target variables U.S. banks Variable selection techniques XGBoost Variable selection techniques Bank failure prediction XGBoost Target variables U.S. banks Boosting algorithms
ISSN:	1059-0560, 1873-8036
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