Random forests-based early warning system for bank failures

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 148
Issue: C
Pages: 118-121

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper introduces a novel random forests-based early warning system for predicting bank failures. We apply this method to the analysis of bank-level financial statements, in order to find patterns that identify banks in danger of failing. The experimental results show that our method outperforms conventional methods in terms of prediction accuracy.

Technical Details

RePEc Handle
repec:eee:ecolet:v:148:y:2016:i:c:p:118-121
Journal Field
General
Author Count
3
Added to Database
2026-01-25