On Unbalanced Sampling in Bankruptcy Prediction

The paper discusses methodological topics of bankruptcy prediction modelling—unbalanced sampling, sample bias, and unbiased predictions of bankruptcy. Bankruptcy models are typically estimated with the use of non-random samples, which creates sample choice biases. We consider two types of...

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Bibliographic Details
Main Author: Marek Gruszczyński
Format: Article
Language:English
Published: MDPI AG 2019-06-01
Series:International Journal of Financial Studies
Subjects:
Online Access:https://www.mdpi.com/2227-7072/7/2/28