Giter VIP home page Giter VIP logo

z-measures's Introduction

Z-measures

Z-score measures for estimating the probability of bank insolvency.

The library was built based on "Nonstationary Z-score measures" in the European Journal of Operational Research (2017), by Davide Mare, Roberto Rossi and Fernando Moreira. The authors of the paper were my supervisors. Please see the following link for a copy of the paper:

https://www.slideshare.net/slideshow/embed_code/key/ANWi5ZjIWcWWVt

With regards to z7_1 and z7_2 please review the .docx files for a step-by-step explanation of the code.

I hope the algorithms serve a worthy purpose.

Best,

Mattia Bradascio.

z-measures's People

Contributors

bredamatt avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.