Novel Banking Loss Model
The study uses a hybrid approach with historical financial ratios to predict US bank failures, showing better performance than existing methods with a low Mean Squared Error and high R-squared value.
Featured in No. 58 on 24 Jul 2024 · on release day
- Released
- 24 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 10
- Identifier
- RePEc:bgo:journl:v:8:y:2024:i:1:p:91-105
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).