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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Bibliographic Details

Published in:	International review of economics & finance Vol. 76; pp. 40 - 54
Main Authors:	Pham, Xuan T.T., Ho, Tin H.
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 01.11.2021
Subjects:	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
Online Access:	Get full text
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