Search Results - subject:"BANKRUPTCY PREDICTION"

The predictive performance of a path-dependent exotic-option credit risk model in the emerging market

Chen, Dar-Hsin; Chou, Heng-Chih; Wang, David; Zaabar, Rim - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 11, pp. 1973-1981

Taiwan as an example, this study investigates the bankruptcy prediction performance of the path-dependent, barrier option …

Persistent link: https://www.econbiz.de/10010874683

Bacterial foraging trained wavelet neural networks: application to bankruptcy prediction in banks

Paramjeet; Ravi, V. - In: International Journal of Data Analysis Techniques and … 3 (2011) 3, pp. 261-280

resulting neural network is called BFTWNN. The effectiveness of BFTWNN is tested on bankruptcy prediction as well as benchmark …

Persistent link: https://www.econbiz.de/10009352830

Default prediction of small and medium-sized enterprises with industry effects

Rikkers, Frieda; Thibeault, Andre E. - In: International Journal of Banking, Accounting and Finance 3 (2011) 2/3, pp. 207-231

important component in bankruptcy prediction; however, in previous academic literature on default prediction, not much attention …

Persistent link: https://www.econbiz.de/10010668790

USING MULTIPLE DISCRIMINANT ANALYSIS IN THE BANKRUPTCY PREDICTION IN ALBANIA â€“ A STUDY WITH THE STATE-OWNED ENTERPRISES

SHKURTI, REZARTA; DURAJ, BRUNILDA - In: Journal of Academic Research in Economics 2 (2010) 1 (May), pp. 37-65

This paper applies the Multiple Discriminant Analysis technique to study the bankruptcy of the state-owned enterprises in Albania. The discriminant function derived by this technique had an overall accuracy rate by 94.6 percent when tested on the initial sample and 92.9 percent if tested using...

Persistent link: https://www.econbiz.de/10008494051

BANKRUPTCY PREDICTION IN TRANSFORMATIONAL ECONOMY: DISCRIMINANT AND FUZZY LOGIC APPROACHES

Matviychuk, A. - In: Fuzzy Economic Review XV (2010) 1, pp. 21-38

The methodological approach on carrying out of complex analysis of enterprise's financial state with use of fuzzy logic methods has been developed and on this basis the economic and mathematical models of enterprise's bankruptcy diagnosis have been constructed. The input factors of these models...

Persistent link: https://www.econbiz.de/10008568514

Bankruptcy prediction using auditor size and auditor opinion

Gaganis, Chrysovalantis; Sochos, Pavlos; Zopounidis, … - In: International Journal of Financial Services Management 4 (2010) 3, pp. 220-238

In the present study, we investigate the explanatory power of information such as auditors' opinion and auditors' size in predicting impending bankruptcy for companies operating in the Greek market. Using nine financial ratios and two dummy variables, covering all dimensions of firms' financial...

Persistent link: https://www.econbiz.de/10008755726

FUZZY, DISTRIBUTED, INSTANCE COUNTING, AND DEFAULT ARTMAP NEURAL NETWORKS FOR FINANCIAL DIAGNOSIS

NACHEV, ANATOLI; HILL, SEAMUS; BARRY, CHRIS; STOYANOV, … - In: International Journal of Information Technology & … 09 (2010) 06, pp. 959-978

signals when bankruptcy of a company is expected (bankruptcy prediction problem). Using that class of neural networks is still …

Persistent link: https://www.econbiz.de/10008690096

Bankruptcy Prediction with Rough Sets

Bioch, Bioch, J.C.; Popova, Popova, V. - Erasmus Research Institute of Management (ERIM), … - 2001

The bankruptcy prediction problem can be considered an or dinal classification problem. The classical theory of Rough … applied to the bankruptcy prediction problem. …

Persistent link: https://www.econbiz.de/10010731259

Bankruptcy Prediction with Rough Sets

Bioch, J.C.; Popova, V. - Erasmus Research Institute of Management (ERIM), ERIM … - 2001

The bankruptcy prediction problem can be considered an or dinal classification problem. The classical theory of Rough … applied to the bankruptcy prediction problem. …

Persistent link: https://www.econbiz.de/10005288349

Does Altman's z-score predict the economic viability of health maintenance organisations?

Jennings, Martha E.; Cavico, Frank J.D.; Yatrakis, Pan; … - In: International Journal of Electronic Finance 3 (2009) 1, pp. 96-114

. This paper examines the applicability of Altman's revised four-variable z-score model, a bankruptcy prediction tool …

Persistent link: https://www.econbiz.de/10005048879