A neural network model for bankruptcy prediction

1990-01-01otherInternational Joint Conference on Neural Networks (IJCNN)853 citationsclosed

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Financial Distress and Bankruptcy Prediction Neural Networks and Applications Forecasting Techniques and Applications

Abstract

A neural network model is developed for prediction of bankruptcy, and it is tested using financial data from various companies. The same set of data is analyzed using a more traditional method of bankruptcy prediction, multivariate discriminant analysis. A comparison of the predictive abilities of both the neural network and the discriminant analysis method is presented. The results show that neural networks might be applicable to this problem

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References

1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY

1985Positive Accounting Theory

1966Financial Ratios As Predictors of Failure

1977ZETATM analysis A new model to identify bankruptcy risk of corporations

1972A Discriminant Analysis of Predictors of Business Failure

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