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A new classifier based on the reference point method with application in bankruptcy prediction
(2018) - Journal article
The finance industry relies heavily on the risk modelling and analysis toolbox to assess the risk profiles of entities such as individual and corporate borrowers and investment vehicles. Such toolbox includes a variety of ...
An out-of-sample framework for TOPSIS-based classifiers with application in bankruptcy prediction
(2018-06) - Journal article
Since the publication of the seminal paper by Hwang and Yoon (1981) proposing Technique for Order Performance by the Similarity to Ideal Solution (TOPSIS), a substantial number of papers used this technique in a variety ...