Essays about: "Shengxiang Xu"

Found 1 essay containing the words Shengxiang Xu.

  1. 1. Comparative study of bankruptcy prediction model

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Shengxiang Xu; Siqi Chen; [2018]
    Keywords : Bankruptcy prediction model; Chava Jarrow 2004 model; Campbell et al 2008 model; Logit regression; ROC curve and CAP curve.; Business and Economics;

    Abstract : This paper evaluates the predictive ability of two recently proposed mixed bankruptcy prediction models, Chava & Jarrow (2004) and Campbell, Hilscher, and Szilagyi (2008) respectively,and evaluate the performance of the two models by ROC curve and CAP curve. The result shows, the model from Campbell et al is better. READ MORE