کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
402867 | 677022 | 2012 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Bankruptcy prediction models based on multinorm analysis: An alternative to accounting ratios
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper we address the bankruptcy prediction problem and outline a procedure to improve the performance of standard classifiers. Our proposal replaces traditional indicators (accounting ratios) with the output of a so-called multinorm analysis. The deviations of each firm from a battery of industry norms (computed by nonparametric quantile regression) are used as input variables for the classifiers. The approach is applied to predict bankruptcy of firms, and tested on a representative data set of Spanish firms. Results indicate that the approach may provide significant improvements in predictive accuracy, both in linear and nonlinear classifiers.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Knowledge-Based Systems - Volume 30, June 2012, Pages 67–77
Journal: Knowledge-Based Systems - Volume 30, June 2012, Pages 67–77
نویسندگان
Javier de Andrés, Manuel Landajo, Pedro Lorca,