Creating a new bankruptcy prediction model: The grey zone problem

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F14%3APU111151" target="_blank" >RIV/00216305:26510/14:PU111151 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Creating a new bankruptcy prediction model: The grey zone problem
Original language description
Bankruptcy prediction models based on the method of linear discriminant analysis (indexes) represent a widely used tool for analyzing corporate failures or evaluating a companys financial health. However, such models are ineffective in alternative economic environments or industries. This is one of the reasons for the necessity of adjusting existing models or creating better new models. There are many papers on creating bankruptcy prediction models, but many of these papers deal with the problem of finding a better set of predictors or finding a better classification algorithm, while limited attention is paid to the problem of setting optimal cut-off scores or grey zone borders. As the grey zone problem can be viewed as a trade-off between a models accuracy and the number of companies that remain unevaluated, it represents a factor influencing model accuracy and effectiveness. In this paper we aim to suggest a criterion that can be used for deriving a grey zone that on one hand maximiz
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of The 24th International Business Information Management Association Conference
ISBN
978-0-9860419-3-8
ISSN
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e-ISSN
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Number of pages
9
Pages from-to
911-919
Publisher name
Neuveden
Place of publication
Neuveden
Event location
Miláno
Event date
Nov 6, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000360509300095

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