نتایج جستجو برای: prediction of bankruptcy

تعداد نتایج: 21186453  

2008
Wo-Chiang Lee

The main objective of a financial distress prediction model is to generate early warning signals.In this paper, we compare five bankruptcy prediction models, logit ,ANN ,CART, C5.0 and GP decision tree. Our empirical results reveal that the GP decision tree can outperform all the classifiers either in overall percentage of correct or k-fold cross validation test in out-sample. That is to say, G...

1999
N. Thomaidis

Corporate bankruptcy prediction is a usual problem found in financing and management. In this paper a new approach is proposed based on Machine Learning and Fuzzy Logic. Our attempt, finally, results in a useful fuzzy system, which can be used in order to classify firms into efficient and inefficient ones.

2011
Laura Kainulainen Yoan Miche Emil Eirola Qi Yu Benoît Frénay Eric Séverin Amaury Lendasse

Bankruptcy prediction is an extensively researched topic. Also ensemble methodology has been applied to it. However, the interpretability of the results, so often important in practical applications, has not been emphasized. This paper builds ensembles of locally linear models using a forward variable selection technique. The method applied to four datasets provides information about the import...

Journal: :International Journal of Economics and Finance 2014

Journal: :Risks 2022

This paper examines the usefulness of logit regression in forecasting consumer bankruptcy households using an imbalanced dataset. The research on prediction is paramount importance as it aims to build statistical models that can identify consumers a difficult financial situation may lead bankruptcy. In face current global pandemic crisis, future household finances uncertain. change macroeconomi...

Journal: :Annales Universitatis Mariae Curie-Skłodowska, sectio H, Oeconomia 2017

Journal: :STUDIES AND SCIENTIFIC RESEARCHES. ECONOMICS EDITION 2013

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