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An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks

Author

Listed:
  • Georgios Manthoulis

    (TUC - Technical University of Crete [Chania])

  • Michalis Doumpos

    (TUC - Technical University of Crete [Chania])

  • Constantin Zopounidis

    (TUC - Technical University of Crete [Chania], Audencia Business School)

  • Emilios C. C Galariotis

    (Audencia Business School)

Abstract

No abstract is available for this item.

Suggested Citation

  • Georgios Manthoulis & Michalis Doumpos & Constantin Zopounidis & Emilios C. C Galariotis, 2020. "An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks," Post-Print hal-02413358, HAL.
    • Handle: RePEc:hal:journl:hal-02413358
    DOI: 10.1016/j.ejor.2019.09.040
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    Citations

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    Cited by:

    1. Citterio, Alberto, 2024. "Bank failure prediction models: Review and outlook," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
    2. Julio Cezar Soares Silva & Diogo Ferreira de Lima Silva & Luciano Ferreira & Adiel Teixeira de Almeida-Filho, 2022. "A dominance-based rough set approach applied to evaluate the credit risk of sovereign bonds," 4OR, Springer, vol. 20(1), pages 139-164, March.
    3. Shi, Yong & Qu, Yi & Chen, Zhensong & Mi, Yunlong & Wang, Yunong, 2024. "Improved credit risk prediction based on an integrated graph representation learning approach with graph transformation," European Journal of Operational Research, Elsevier, vol. 315(2), pages 786-801.
    4. Martyn, Krzysztof & Kadziński, Miłosz, 2023. "Deep preference learning for multiple criteria decision analysis," European Journal of Operational Research, Elsevier, vol. 305(2), pages 781-805.
    5. Borchert, Philipp & Coussement, Kristof & De Caigny, Arno & De Weerdt, Jochen, 2023. "Extending business failure prediction models with textual website content using deep learning," European Journal of Operational Research, Elsevier, vol. 306(1), pages 348-357.
    6. Doumpos, Michalis & Zopounidis, Constantin & Gounopoulos, Dimitrios & Platanakis, Emmanouil & Zhang, Wenke, 2023. "Operational research and artificial intelligence methods in banking," European Journal of Operational Research, Elsevier, vol. 306(1), pages 1-16.
    7. Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024. "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.
    8. Zhiyong Li & Chen Feng & Ying Tang, 2022. "Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis," Annals of Operations Research, Springer, vol. 315(1), pages 279-315, August.
    9. Kristóf, Tamás & Virág, Miklós, 2022. "EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks," Research in International Business and Finance, Elsevier, vol. 61(C).
    10. Kadziński, Miłosz & Ciomek, Krzysztof, 2021. "Active learning strategies for interactive elicitation of assignment examples for threshold-based multiple criteria sorting," European Journal of Operational Research, Elsevier, vol. 293(2), pages 658-680.
    11. Filippopoulou, Chryssanthi & Galariotis, Emilios & Spyrou, Spyros, 2020. "An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach," Journal of Economic Behavior & Organization, Elsevier, vol. 172(C), pages 344-363.
    12. Salwa Kessioui & Michalis Doumpos & Constantin Zopounidis, 2023. "A Bibliometric Overview of the State-of-the-Art in Bankruptcy Prediction Methods and Applications," World Scientific Book Chapters, in: Emilios Galariotis & Alexandros Garefalakis & Christos Lemonakis & Marios Menexiadis & Constantin Zo (ed.), Governance and Financial Performance Current Trends and Perspectives, chapter 6, pages 123-153, World Scientific Publishing Co. Pte. Ltd..
    13. Chrysovalantis Gaganis & Panagiota Papadimitri & Fotios Pasiouras & Menelaos Tasiou, 2023. "Social traits and credit card default: a two-stage prediction framework," Annals of Operations Research, Springer, vol. 325(2), pages 1231-1253, June.

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