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Extreme Gradient Boosting Method In The Prediction Of Company Bankruptcy

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  • Barbara Pawełek

    (Department of Statistics, Cracow University of Economics, Kraków, Poland.)

Abstract

Machine learning methods are increasingly being used to predict company bankruptcy. Comparative studies carried out on selected methods to determine...

Suggested Citation

  • Barbara Pawełek, 2019. "Extreme Gradient Boosting Method In The Prediction Of Company Bankruptcy," Transport Problems, Silesian University of Technology, Faculty of Transport, vol. 14(2), pages 155-171, June.
    • Handle: RePEc:exl:1trans:v:14:y:2019:i:2:p:155-171
    DOI: 10.21307/stattrans-2019-020
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    References listed on IDEAS

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    1. B Baesens & T Van Gestel & S Viaene & M Stepanova & J Suykens & J Vanthienen, 2003. "Benchmarking state-of-the-art classification algorithms for credit scoring," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(6), pages 627-635, June.
    2. Wu, Y. & Gaunt, C. & Gray, S., 2010. "A comparison of alternative bankruptcy prediction models," Journal of Contemporary Accounting and Economics, Elsevier, vol. 6(1), pages 34-45.
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