Financial Modeling

Financial modeling is an analytical methodology that constructs mathematical representations of an organization's financial performance by integrating historical financial data, operational assumptions, and projected future scenarios to facilitate financial forecasting and support strategic decision-making.

Publications

129.9K

Citations

4.1K

Authors

1.6K

Institutions

Publications per year

2017–2026

513

Parents

Financial Management

Children

Acquisition ModelingCapital Expenditure ModelingCapital Structure ModelingCash Flow AnalysisDebt ModelingEquity ValuationFinancial Statement ModelingLeveraged Buyout ModelingMerger ModelingMonte Carlo Simulation

Publications

Financial Ratios and the Probabilistic Prediction of Bankruptcy

James A. Ohlson · Journal of Accounting Research · 1980 · 6K citations

Business, Economics, Finance +16

ARCH modeling in finance

Tim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner · Journal of Econometrics · 1992 · 4.4K citations

Business, Economics, Finance +12

Modeling Term Structures of Defaultable Bonds

Darrell Duffie, Kenneth J. Singleton · Review of Financial Studies · 1999 · 2.6K citations

Business, Economics, Finance +16

Term Premia and Interest Rate Forecasts in Affine Models

Gregory R. Duffee · The Journal of Finance · 2002 · 1.7K citations · Full text

Business, Economics, Finance +17

A new Fruit Fly Optimization Algorithm: Taking the financial distress model as an example

Wen-Tsao Pan · Knowledge-Based Systems · 2011 · 1.5K citations

Business, Finance, Mathematics +10

1–5 of 2K

Authors

4.1K

GD
Glenn D. Rudebusch
Federal Reserve Bank of San Francisco, United States
11 publications · 1.4K citations
11
h-index
FX
Francis X. Diebold
University of Pennsylvania, United States
9 publications · 1.2K citations
9
h-index
JC
Jonathan Crook
University of Edinburgh, United Kingdom
8 publications · 490 citations
8
h-index
LC
Lyn C. Thomas
University of Southampton, United Kingdom
7 publications · 334 citations
7
h-index
CC
Ching‐Hsue Cheng
National Yunlin University of Science and Technology, Taiwan
6 publications · 243 citations
6
h-index

1–5 of 4.1K

Institutions

1.6K

1–8 of 1.6K

Venues

SSRN Electronic Journal
Repository · 144 publications · 7K citations
40
h-index
Expert Systems with Applications
54 publications · 5.7K citations
35
h-index
European Journal of Operational Research
47 publications · 3.5K citations
29
h-index
Physica A Statistical Mechanics and its Applications
37 publications · 2.2K citations
21
h-index
Journal of Banking & Finance
27 publications · 3.5K citations
20
h-index

1–5

See also Financial Modeling
Core Methods	Real Options Analysis Neural Networks Classification Sensitivity Analysis Monte Carlo Methods Scenario Analysis Support Vector Machines Time Series Analysis Regression Exploratory Data Analysis Anomaly Detection Delphi Studies Exponential Smoothing Clustering
Applications	Option Pricing Sensitivity Analysis Risk Assessment Cash Flow Forecasting Scenario Analysis Strategic Planning Investment Banking Regulatory Compliance Monitoring Strategic Decision-making
Inputs	Financial Statements Risk Factors Disclosure
Evaluation	Stress Testing Cross-validation Robustness Testing Mean Squared Error Root Mean Squared Error Analysis Mean Absolute Error
Limitations	Model Risk Model Interpretability