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Variable selection in forecasting models for corporate bankruptcy 

Amendola, Alessandra; Restaino, Marialuisa; Sensini, Luca (2011)
In this paper we develop statistical models for bankruptcy prediction of Italian firms in the limited liability sector, using annual balance sheet information. Several issues involved in default risk analysis are investigated, ...
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GRID for model structure discovering in high dimensional regression 

Giordano, Francesco; Lahiri, Soumendra Nath; Parrella, Maria Lucia (2014)
Given a nonparametric regression model, we assume that the number of covariates d → ∞ but only some of these covariates are relevant for the model. Our goal is to identify the relevant covariates and to obtain some information ...
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AuthorAmendola, Alessandra (1)Giordano, Francesco (1)Lahiri, Soumendra Nath (1)Parrella, Maria Lucia (1)Restaino, Marialuisa (1)Sensini, Luca (1)Subject
Variable selection (2)
Default risk (1)Forecasting (1)Lasso (1)Model selection (1)Nonparametric model regression (1)Shrinkage (1)... View MoreDate Issued2011 (1)2014 (1)Has File(s)Yes (2)
EleA themes by Ugsiba