Variable selection and oversampling in t
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Wolfgang HΓ€rdle; Yuh-Jye Lee; Dorothea SchΓ€fer; Yi-Ren Yeh
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Article
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2009
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John Wiley and Sons
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English
β 291 KB
π 1 views
## Abstract In the era of Basel II a powerful tool for bankruptcy prognosis is vital for banks. The tool must be precise but also easily adaptable to the bank's objectives regarding the relation of false acceptances (Type I error) and false rejections (Type II error). We explore the suitability of