Sudheer Chava

Sudheer Chava is the Alton M. Costley Chair and Professor of Finance at Scheller College of Business at Georgia Institute of Technology, Atlanta. He also serves as the Finance Area Coordinator at Scheller; as the director of the Masters in Quantitative and Computational Finance (MS-QCF) program at Georgia Tech (a joint program of School of Mathematics, Industrial and Systems Engineering and Scheller College of Business) and as an Associate Director for Risk Management at the Institute for Information Security and Privacy at Georgia Tech. He received his Ph.D. from Cornell University in 2003 and prior to that an MBA from the Indian Institute of Management – Bangalore. Dr. Chava’s expertise is in Credit Risk, Banking, FinTech, Corporate Finance and Risk Management. His work was published in Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Monetary Economics and Management Science.

Articles by Sudheer Chava

Original research

Benchmarking machine learning models to predict corporate bankruptcy

Based on a comprehensive sample, the authors benchmark machine learning models in the prediction of financial distress of publicly traded US firms, with gradient-boosted tress outperforming other models in one-year-ahead forecasts.

08 Jun 2023

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here