Model combination for bankruptcy prediction and credit risk assessment: A stacked generalization approachModel combination for bankruptcy prediction and credit risk assessment: A stacked generalization approach Peer-Reviewed Journal Publication Δημοσίευση σε Περιοδικό με Κριτές 2015-10-282007enThe development of credit risk assessment models is often considered within a classification context. Recent studies on the development of classification models have shown that a combination of methods often provides improved classification results compared to a single-method approach. Within this context, this study explores the combination of different classification methods in developing efficient models for credit risk assessment. A variety of methods are considered in the combination, including machine learning approaches and statistical techniques. The results illustrate that combined models can outperform individual models for credit risk analysis. The analysis also covers important issues such as the impact of using different parameters for the combined models, the effect of attribute selection, as well as the effects of combining strong or weak models.http://creativecommons.org/licenses/by/4.0/ Annals of Operations Research1151289-306 Zopounidis Konstantinos Ζοπουνιδης Κωνσταντινος Doumpos, Michael Kluwer Capability, Financial (Financial literacy) Financial capability (Financial literacy) Literacy, Financial financial literacy capability financial financial literacy financial capability financial literacy literacy financial