Article2012

Data reduction and univariate splitting — Do they together provide better corporate bankruptcy prediction?

14 citations0/0 files storedActa Oeconomica

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Distress and Bankruptcy Prediction Corporate Insolvency and Governance Forecasting Techniques and Applications

Abstract

Discussion on methodological problems of corporate survival and solvency prediction is enjoying a renaissance in the era of financial and economic crisis. Within the framework of this article, the most frequently applied bankruptcy prediction methods are competed on a Hungarian corporate database. Model reliability is evaluated by Receiver Operating Characteristic (ROC) curve analysis. The article attempts to answer the question of whether the simultaneous application of data reduction and univariate splitting (or just one of them) improves model performance, and for which methods it is worth applying such transformations.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 14 citations exist upstream.

References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy 1985Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress 2007Comparing the performance of market-based and accounting-based bankruptcy prediction models 1990DEVELOPMENT OF A CLASS OF STABLE PREDICTIVE VARIABLES: THE CASE OF BANKRUPTCY PREDICTION 2004A dynamic artificial neural network model for forecasting time series events 1999Comparative analysis of failure prediction methods: the Finnish case 2004The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing

Cited by

2013Application of support vector machines on the basis of the first Hungarian bankruptcy model

Imported from OpenAlex (CC0) — nothing here is generated.