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A comparison of corporate distress prediction models in Brazil: hybrid neural networks, logit models and discriminant analysis
Nova Economia
View Archive Info| Field | Value | |
| Title |
A comparison of corporate distress prediction models in Brazil: hybrid neural networks, logit models and discriminant analysis
A comparison of corporate distress prediction models in Brazil: hybrid neural networks, logit models and discriminant analysis |
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| Creator |
Yim, Juliana
Mitchell, Heather |
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| Subject |
—
hybrid neural networks, corporate failures. redes neurais híbridas, falência de empresas. |
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| Description |
O presente artigo analisa o desempenho das redes neurais híbridas para prever falência de empresas no Brasil. Esta nova técnica foi comparada com modelos estatísticos tradicionais. Os resultados sugerem que as redes neurais híbridas são superiores as técnicas estatísticas um ano antes do evento. Isto sugere que para pesquisadores, políticos e outros interessados em “early warning systems”, redes neurais híbridas podem ser uma poderosa alternativa para prever falência de empresas.
This paper looks at the ability of a relatively new technique, hybrid ANN’s, to predict corporate distress in Brazil. These models are compared with traditional statistical techniques and conventional ANN models. The results suggest that hybrid neural networks outperform all other models in predicting firms in financial distress one year prior to the event. This suggests that for researchers, policymakers and others interested in early warning systems, hybrid networks may be a useful tool for predicting firm failure. |
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| Publisher |
Nova Economia
Nova Economia |
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| Contributor |
—
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| Date |
2009-06-02
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
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| Identifier |
http://revistas.face.ufmg.br/index.php/novaeconomia/article/view/445
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| Source |
Nova Economia; v. 15, n. 1 (2005)
Nova Economia; v. 15, n. 1 (2005) 0103-6351 |
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| Language |
por
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| Relation |
http://revistas.face.ufmg.br/index.php/novaeconomia/article/view/445/442
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