Search Results - subject:"BANKRUPTCY PREDICTION"

A comparison of alternative bankruptcy prediction models

Wu, Y.; Gaunt, C.; Gray, S. - 2010

Early models of bankruptcy prediction employed financial ratios drawn from pre-bankruptcy financial statements and … with even greater predictive performance. A significant innovation in the literature was the introduction into bankruptcy … prediction models of capital market data such as excess stock returns and stock return volatility, along with the application of …

Persistent link: https://www.econbiz.de/10009448780

Modeling of Polish Enterprises Insolvency Processes with the Use of Gorbatov Characterization Principle - Research Results

Tomasz, Prokopowicz; Tadeusz, Krupa - In: Foundations of Management 2 (2010) 1, pp. 71-98

Economical activities of enterprises should be based on such managerial decisions that assure quick and effective adjustment of the company to the changes that appear in the market. Enterprises, which are not able to use their opportunities and avoid threats, are bound to face the thread of...

Persistent link: https://www.econbiz.de/10010736682

On the Determinants of the Implied Default Barrier

Dionne, Georges; Laajimi, Sadok - Centre Interuniversitaire sur le Risque, les Politiques … - 2009

We use the maximum likelihood (ML) estimation approach to estimate the default barriers from market values of equities for a sample of 762 public industrial Canadian firms. The ML approach allows us to estimate the asset instantaneous drift, volatility and barrier level simultaneously, when the...

Persistent link: https://www.econbiz.de/10005015272

Predicción de bancarrota: Una comparación de técnicas estadísticas y de aprendizaje supervisado para computadora

Pena Centeno, Tonatiuh; Martinez Jaramillo, Serafin; … - Volkswirtschaftliche Fakultät, … - 2009

a potentially competitive probabilistic framework for bankruptcy prediction. Data from the repository of information of …

Persistent link: https://www.econbiz.de/10008545981

Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques

Peña, Tonatiuh; Martínez, Serafín; Abudu, Bolanle - Banco de México - 2009

potentially competitive probabilistic framework for bankruptcy prediction. Data from the repository of information of the US …

Persistent link: https://www.econbiz.de/10008495340

MODELS FOR THE ASSESSMENT OF THE ENTREPRISE BANKRUPTY RISK IN CRISIS SITUATIONS

PETRESCU, Silvia Melania; MIHALCIUC, Camelia Catalina - In: The Annals of the "Stefan cel Mare" University of … 9 (2009) 2(10), pp. 163-172

discriminatory analysis and bankruptcy prediction, also known as the so-called score functions. Several researchers and financial …

Persistent link: https://www.econbiz.de/10008677459

Bankruptcy prediction: A comparison of some statistical and machine learning techniques

Peña, Tonatiuh; Martínez, Serafín; Abudu, Bolanle - 2009

potentially competitive probabilistic framework for bankruptcy prediction. Data from the repository of information of the US …

Persistent link: https://www.econbiz.de/10010322572

Bankruptcy prediction using terminal failure processes

du Jardin, Philippe - In: European Journal of Operational Research 242 (2015) 1, pp. 286-303

Traditional bankruptcy prediction models, designed using classification or regression techniques, achieve short …

Persistent link: https://www.econbiz.de/10011117461

Bankruptcy prediction using terminal failure processes

Jardin, Philippe du - In: European journal of operational research : EJOR 242 (2015) 1, pp. 286-303

Persistent link: https://www.econbiz.de/10010488004

A comparison of Bayesian, Hazard, and Mixed Logit model of bankruptcy prediction

Trabelsi, Samir; He, Roc; He, Lawrence; Kusy, Martin - In: Computational Management Science : CMS 12 (2015) 1, pp. 81-97

Persistent link: https://www.econbiz.de/10010481790