Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Subject "Bankruptcy prediction"
Now showing items 1-3 of 3
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Article
Alternative bankruptcy prediction models using option-pricing theory
(2013)We examine the empirical properties of the theoretical Black-Scholes-Merton (BSM) bankruptcy model. We evaluate the predictive ability of various existing modifications of the BSM model and extend prior studies by estimating ...
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Conference Object
Application of feature extractive algorithm to bankruptcy prediction
(IEEE, 2000)This study uses the feature selection algorithm proposed by Setiono and Liu to select the most relevant features for the bankruptcy prediction problem. The method uses a feedforward neural network with one hidden layer to ...
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Conference Object
Comparative analysis of artificial neural network models: Application in bankruptcy prediction
(IEEE, 1999)This study compares the predictive performance of three neural network methods, namely the Learning Vector Quantization, Radial Basis Function, the Feedforward network that uses the conjugate gradient optimization algorithm, ...