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    Predicting bank failures : a comparison of the Cox proportional hazards model and time-varying covariates model. by Cheng, Philip Yim Kwong.

    Published 2008
    “…As a contribution to bank regulation by improving the accuracy of predicting failed banks, I first illustrate the use of martingale and other residuals as diagnostic checks for Cox’s proportional hazards model. Second, I discuss and substantiate the claim that a time-varying covariates model is superior to the Cox model as a bank failure model.…”
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    Thesis
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    Illuminating waveguide by Cheng, Pamela Jia En

    Published 2020
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    Final Year Project (FYP)
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