Thứ Ba, 30 tháng 1, 2024

Bankruptcy prediction models



(Nguồn: https://digikogu.taltech.ee)


  • Beaver (1966) is a first researcher who uses financial ratios evaluate the bankruptcy risk of firms.
  • Early research (Altman, 1968; Ohlson, 1980) also use financial ratio
  • Market-based information such as Merton (1974),  Hillegeist, Keating, Cram, & Lundstedt (2004)
  • Discrete-time hazard model : Shumway (2001) use both accounting and market variables
  • Wu, Gaunt, & Gray (2010) use three groups of variables: financial ratios, market variables, and firm characteristics
  • Machine learning methods : Artificial neural network (ANN), Support vector machine (SVM), General Regression Neural Network (GRNN), Decision Trees...


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