Creating a new bankruptcy prediction model: The grey zone problem

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Creating a new bankruptcy prediction model: The grey zone problem

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Creating a new bankruptcy prediction model: The grey zone problem

Popis výsledku anglicky

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

Druh

D - Stať ve sborníku

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

9

Strana od-do

911-919

Název nakladatele

Neuveden

Místo vydání

Neuveden

Místo konání akce

Miláno

Datum konání akce

6. 11. 2014

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000360509300095