Combining corporate governance indicators with stacking ensembles for financial distress prediction

In this paper, we use a stacking ensemble to construct a bankruptcy prediction model. We collect a comprehensive list of 40 financial ratios (FRs) and 21 corporate governance indicators (CGIs) for US companies, and conduct two experiments. In the first, we utilize all FRs and CGIs to build our model...

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Veröffentlicht in:	Journal of business research 2020-11, Vol.120, p.137-146
Hauptverfasser:	Liang, Deron, Tsai, Chih-Fong, Lu, Hung-Yuan (Richard), Chang, Li-Shin
Format:	Artikel
Sprache:	eng
Schlagworte:	Bankruptcy prediction Business schools Computer science Corporate governance Corporate governance indicators Data mining Financial distress prediction Information management Mineral industry Mining industry Stacking ensembles
Online-Zugang:	Volltext
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