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A multivariate copula-based SUR probit model: application to insolvency probability of enterprises.
Paravee Maneejuk
Chalerm Jaitang
Woraphon Yamaka
Published in:
Int. J. Data Min. Model. Manag. (2021)
Keyphrases
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probabilistic model
computational model
theoretical framework
using artificial neural networks
knowledge base
objective function
prior knowledge
supply chain
theoretical analysis
closed form
conceptual model
formal model
prediction model
monte carlo simulation
autoregressive