Sökning: "Bankruptcy Prediction Modeling"

Hittade 3 uppsatser innehållade orden Bankruptcy Prediction Modeling.

1. 1. Predicting Bankruptcy Risk: A Gaussian Process Classifciation Model

   Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

   Författare :Mohammed Nazib Seidu; [2015]
   Nyckelord :;

   Sammanfattning : This thesis develops a Gaussian processes model for bankruptcy risk classification and prediction in a Bayesian framework. Gaussian processes and linear logistic models are discriminative methods used for classification and prediction purposes. LÄS MER

3. 2. Bankruptcy Prediction with Financial Ratios - Examining Differences across Industries and Time

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :David Lundqvist; Jacob Strand; [2013]
   Nyckelord :Credit Risk; Bankruptcy Prediction Modeling; Logit Regression; Financial Ratios; Industry Differences; Business and Economics;

   Sammanfattning : The purpose of this study is to examine how well different financial ratios can predict bankruptcy across industries and time. The study also examine whether including industry differences in a prediction model can increase its accuracy. LÄS MER

4. 3. Performance comparison of empirical and theoretical approaches to market-based default prediction models

   Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Matthew Holley; [2009]
   Nyckelord :Management of enterprises; Credit Risk; Probability of Default; Moody s; KMV; Bankruptcy Forecasting; Expected Default Frequency; Företagsledning; management; Business and Economics;

   Sammanfattning : The Black Scholes Merton (BSM) contingent claims approach to modeling corporate default risk entails mapping a distance to default (DD) to a probability of default (PD) in application. To accomplish this, the research community typically assumes a normal distribution. LÄS MER