This paper proposes a theoretical framework for predicting financial distress based on Hunt’s (2000) Resource-Advantage Theory of Competition. The study focuses on the US retail...
—Nuclear norm minimization (NNM) has recently gained attention for its use in rank minimization problems. In this paper, we define weak, sectional and strong recovery for NNM to...
This paper describes the development of a predictive model for corporate insolvency risk in Australia. The model building methodology is empirical with out-ofsample future year te...
We address the problem of evaluating the risk of a given model accurately at minimal labeling costs. This problem occurs in situations in which risk estimates cannot be obtained f...
Christoph Sawade, Niels Landwehr, Steffen Bickel, ...
We present the notion of Ranking for evaluation of two-class classifiers. Ranking is based on using the ordering information contained in the output of a scoring model, rather tha...