Sökning: "Michael Vuono"

Hittade 1 uppsats innehållade orden Michael Vuono.

  1. 1. Predicting Bank Insolvency with Random Forest Classification

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Michael Vuono; [2019]
    Nyckelord :Random Forest; Forecasting Defaults; CAMELS; Macroeconomic Variables; Business and Economics;

    Sammanfattning : The aim of this paper is to evaluate a machine learning technique, Random Forest, to predict default rates for banks in the United States. This study extends the findings of a Random Forest model first introduced by Petropoulos et al. LÄS MER