Sökning: "Bankruptcy prediction"

Visar resultat 11 - 15 av 76 uppsatser innehållade orden Bankruptcy prediction.

  1. 11. Anticipating bankruptcies among companies with abnormal credit risk behaviour : Acase study adopting a GBDT model for small Swedish companies

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Simon Heinke; [2022]
    Nyckelord :Bankruptcy prediction; Credit risk analysis; Abnormal credit risk behaviour; Gradient boosted decision trees; SHAP-values.; Konkurs förutsägelse; Kredit riskanalys; Abnomralt kreditbeteende; Gradient baserat beslutsträd; SHAP-värden.;

    Sammanfattning : The field of bankruptcy prediction has experienced a notable increase of interest in recent years. Machine Learning (ML) models have been an essential component of developing more sophisticated models. Previous studies within bankruptcy prediction have not evaluated how well ML techniques adopt for data sets of companies with higher credit risks. LÄS MER

  3. 12. Predicting Bankruptcy with Machine Learning Models

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Thea Åkerblom; [2022]
    Nyckelord :;

    Sammanfattning : This thesis explores the predictive power of different machine learning algorithms in Swedish firm defaults. Both firm-specific variables and macroeconomic variables are used to calculate the estimated probabilities of firm default. LÄS MER

  4. 13. Skiljer antalet utfärdade fortlevnadsvarningar mellan Big 4 och icke Big 4? : En kvantitativ studie med utgångspunkt i Altmans Z-score

    Kandidat-uppsats, Högskolan Väst/Institutionen för ekonomi och it

    Författare :Eva Andersdotter Mårtensson; Sophia Hällfärdsson; [2022]
    Nyckelord :Going concern opinion; Bankruptcy; Z-score; Big 4; non-Big 4; Bankruptcy model; auditing; auditor; Fortlevnadsvarning; konkurs; Z-score; Big 4; icke Big 4; konkursprediktionsmodell; revision; reviso;

    Sammanfattning : Fortlevnadsprincipen är en redovisningsprincip som används när företag upprättar sina årsredovisningar, principen är ett grundlagt antagande. När en revisor inte finner betryggande bevis på att företag kommer att fortleva under nästkommande tolv månader ska en fortlevnadsvarning utfärdas. LÄS MER

  5. 14. Bankruptcy prediction models on Swedish companies.

    Master-uppsats, Umeå universitet/Företagsekonomi

    Författare :Jocelyn Charraud; Adrian Garcia Saez; [2021]
    Nyckelord :Bankruptcy prediction models; Ohlson model; Altman model; Zmijewski model; Sweden; logistic regression; probit regression; AUC; Youden index; Liu index;

    Sammanfattning : Bankruptcies have been a sensitive topic all around the world for over 50 years. From their research, the authors have found that only a few bankruptcy studies have been conducted in Sweden and even less on the topic of bankruptcy prediction models. LÄS MER

  7. 15. Research and Development Spending in Bankruptcy Prediction: Examining an Adjusted Ohlson O-score Model

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Greta Grunewald; Sara Lunning; [2021]
    Nyckelord :Bankruptcy Prediction; Research and Development R D ; Ohlson O-score Model; Generally Accepted Accounting Principles GAAP ; Conservative Accounting;

    Sammanfattning : This thesis investigates whether bankruptcy prediction applying the Ohlson O-score model can be enhanced by modifying accounting variables associated with research and development (R&D) spending. To examine this, we study the expected risk of bankruptcy and R&D intensity among listed firms in the United States from 1990 to 2019. LÄS MER