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

Georgios Manthoulis (1) , Michalis Doumpos (1) , Constantin Zopounidis (1, 2) , Emilios C. C Galariotis (2)

1 Technical University of Crete [Chania]
2 Audencia Business School

Domains: Quantitative Finance [q-fin]

Georgios Manthoulis, Michalis Doumpos, Constantin Zopounidis, Emilios C. C Galariotis. An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. European Journal of Operational Research, 2020, 282 (2), pp.786-801. ⟨10.1016/j.ejor.2019.09.040⟩. ⟨hal-02413358⟩