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From Variable Importance to Economic Scenarios: Interpreting Machine Learning Models for Firm Failure Risk Management Cover

From Variable Importance to Economic Scenarios: Interpreting Machine Learning Models for Firm Failure Risk Management

Proceedings of the International Conference on Business Excellence
Volume 20 (2026): Issue 1 (July 2026)
By:  and    
Open Access
|Jul 2026
Authors

Authors

Vlad TEODORESCU

vlad.teodorescu@fin.ase.ro

Bucharest University of Economic Studies, Bucharest, Romania

Catalina-Ioana TOADER

catalina.toader@fin.ase.ro

Bucharest University of Economic Studies, Center of Financial and Monetary Research (CEFIMO), Bucharest, Romania
DOI: https://doi.org/10.2478/picbe-2026-0055 | Journal eISSN: 2558-9652
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Language: English
Page range: 699 - 717
Published on: Jul 16, 2026
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
firm failure prediction,
machine learning,
model interpretability,
variable importance,
scenario analysis,
xgboost,
financial ratios
Related subjects:
Business and economics,
Political economics,
Political economics, other,
Business management,
Business management, other,
Industrial chemistry,
Energy harvesting and conversion

© 2026 Vlad TEODORESCU, Catalina-Ioana TOADER, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 20 (2026): Issue 1 (July 2026)
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