Ernest Dong

2022

2022-01-21
Banks’ risk dynamics and distance to default
2022-01-21
Predicting us bank failures with midas logit models
2022-01-16
A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees
2022-01-16
How news and its context drive risk and returns around the world
2022-01-16
Grabit: gradient tree-boosted tobit models for default prediction
2022-01-16
Opening the black box–quantile neural networks for loss given default prediction
2022-01-16
Firm default prediction: a bayesian model-averaging approach