Spelling suggestions: "subject:"corporate bankruptcy aprediction"" "subject:"corporate bankruptcy iprediction""
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Essays on Corporate Default PredictionTian, Shaonan January 2012 (has links)
No description available.
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Využití Bayesovských sítí pro predikci korporátních bankrotů / Corporate Bankruptcy Prediction Using Bayesian ClassifiersHátle, Lukáš January 2014 (has links)
The aim of this study is to evaluate feasibility of using Bayes classifiers for predicting corporate bankruptcies. The results obtain show that Bayes classifiers do reach comparable results to then more commonly used methods such the logistic regression and the decision trees. The comparison has been carried out based on Czech and Polish data sets. The overall accuracy rate of these so called naive Bayes classifiers, using entropic discretization along with the hybrid pre-selection of the explanatory attributes, reaches 77.19 % for the Czech dataset and 79.76 % for the Polish set respectively. The AUC values for these data sets are 0.81 and 0.87. The results obtained for the Polish data set have been compared to the already published articles by Tsai (2009) and Wang et al. (2014) who applied different classification algorithms. The method proposed in my study, when compared to the above earlier works, comes out as quite successful. The thesis also includes comparing various approaches as regards the discretisation of numerical attributes and selecting the relevant explanatory attributes. These are the key issues for increasing performance of the naive Bayes classifiers
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