Industry characteristic of bankruptcy prediction models appliance

The aim of the research is to develop the methodology of bankruptcy prediction applying the specified statutory values of the existing models with a glance to company’s industry and developing the author’s prediction model. Initially authors estimated the forecast accuracy of the existing models for...

Descripción completa

Guardado en:

Detalles Bibliográficos
Autores principales:	E. A. Fedorova, L. E. Khrustova, D. V. Chekrizov
Formato:	article
Lenguaje:	RU
Publicado:	Real Economics Publishing House 2018
Materias:	bankruptcy bankruptcy prediction prediction models classical model bankruptcy within industries Risk in industry. Risk management HD61
Acceso en línea:	https://doaj.org/article/a3122c543d284d2b8cbe1a4b5f79708b
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

id	oai:doaj.org-article:a3122c543d284d2b8cbe1a4b5f79708b
record_format	dspace
spelling	oai:doaj.org-article:a3122c543d284d2b8cbe1a4b5f79708b2021-11-19T10:42:00ZIndustry characteristic of bankruptcy prediction models appliance2618-947X2618-998410.17747/2078-8886-2018-1-64-71https://doaj.org/article/a3122c543d284d2b8cbe1a4b5f79708b2018-05-01T00:00:00Zhttps://www.jsdrm.ru/jour/article/view/753https://doaj.org/toc/2618-947Xhttps://doaj.org/toc/2618-9984The aim of the research is to develop the methodology of bankruptcy prediction applying the specified statutory values of the existing models with a glance to company’s industry and developing the author’s prediction model. Initially authors estimated the forecast accuracy of the existing models for the enterprises of 8 industries. Using CART (Classification And Regression Tree) methodology the original statutory values of the models were specified for every industry under research. The calculated statutory values demonstrated the high level of prediction accuracy and balanced the indicators of accuracy for bankrupt and non-bankrupt companies. The indicators with the maximum level of significance for bankruptcy prediction were selected from all the models. They formed a basis for a new developed model, which has demonstrated the high level of prediction accuracy on a sample under research. The statutory values for the new model were also developed.The implementation of the research’s results will increase the efficiency of bankruptcy prediction and low the number of bankrupt companies.E. A. FedorovaL. E. KhrustovaD. V. ChekrizovReal Economics Publishing House articlebankruptcybankruptcy predictionprediction modelsclassical modelbankruptcy within industriesRisk in industry. Risk managementHD61RU Strategičeskie Rešeniâ i Risk-Menedžment, Vol 0, Iss 1, Pp 64-71 (2018)
institution	DOAJ
collection	DOAJ
language	RU
topic	bankruptcy bankruptcy prediction prediction models classical model bankruptcy within industries Risk in industry. Risk management HD61
spellingShingle	bankruptcy bankruptcy prediction prediction models classical model bankruptcy within industries Risk in industry. Risk management HD61 E. A. Fedorova L. E. Khrustova D. V. Chekrizov Industry characteristic of bankruptcy prediction models appliance
description	The aim of the research is to develop the methodology of bankruptcy prediction applying the specified statutory values of the existing models with a glance to company’s industry and developing the author’s prediction model. Initially authors estimated the forecast accuracy of the existing models for the enterprises of 8 industries. Using CART (Classification And Regression Tree) methodology the original statutory values of the models were specified for every industry under research. The calculated statutory values demonstrated the high level of prediction accuracy and balanced the indicators of accuracy for bankrupt and non-bankrupt companies. The indicators with the maximum level of significance for bankruptcy prediction were selected from all the models. They formed a basis for a new developed model, which has demonstrated the high level of prediction accuracy on a sample under research. The statutory values for the new model were also developed.The implementation of the research’s results will increase the efficiency of bankruptcy prediction and low the number of bankrupt companies.
format	article
author	E. A. Fedorova L. E. Khrustova D. V. Chekrizov
author_facet	E. A. Fedorova L. E. Khrustova D. V. Chekrizov
author_sort	E. A. Fedorova
title	Industry characteristic of bankruptcy prediction models appliance
title_short	Industry characteristic of bankruptcy prediction models appliance
title_full	Industry characteristic of bankruptcy prediction models appliance
title_fullStr	Industry characteristic of bankruptcy prediction models appliance
title_full_unstemmed	Industry characteristic of bankruptcy prediction models appliance
title_sort	industry characteristic of bankruptcy prediction models appliance
publisher	Real Economics Publishing House
publishDate	2018
url	https://doaj.org/article/a3122c543d284d2b8cbe1a4b5f79708b
work_keys_str_mv	AT eafedorova industrycharacteristicofbankruptcypredictionmodelsappliance AT lekhrustova industrycharacteristicofbankruptcypredictionmodelsappliance AT dvchekrizov industrycharacteristicofbankruptcypredictionmodelsappliance
_version_	1718420210334040064

Industry characteristic of bankruptcy prediction models appliance

Ejemplares similares