Prediction of the risk of bankruptcy of Slovak companies

被引：0
|
作者：
Adamko, Peter [1 ,2 ]
Svabova, Lucia
机构：
[1] Univ Zilina, Fac Operat & Econ Transport & Commun, Dept Quantitat Methods & Econ Informat, Univ 1, Zilina 01026, Slovakia
[2] Univ Zilina, Fac Operat & Econ Transport & Commun, Dept Econ, Univ 1, Zilina 01026, Slovakia
来源：
MANAGING AND MODELLING OF FINANCIAL RISKS, 8TH INTERNATIONAL SCIENTIFIC CONFERENCE, PTS I & II | 2016年
关键词：
default; estimation of probabilities of default; logit model; DEFAULT;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The purpose of this paper is to present the theoretical and practical bases of our research and also compare the results we got using new Altman's (2014) logit models on a samples of Slovak companies. Performance of the models was measured using the area under the receiver operating characteristic curve (AUC).
引用
收藏
页码：15 / 20
页数：6
相关论文
共 50 条
  • [1] Modelling bankruptcy prediction models in Slovak companies
    Kovacova, Maria
    Kliestikova, Jana
    [J]. INNOVATIVE ECONOMIC SYMPOSIUM 2017 (IES2017): STRATEGIC PARTNERSHIP IN INTERNATIONAL TRADE, 2017, 39
  • [2] SELECTION OF PREDICTORS IN BANKRUPTCY PREDICTION MODELS FOR SLOVAK COMPANIES
    Svabova, Lucia
    Kral, Pavol
    [J]. 10TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS, 2016, : 1759 - 1768
  • [3] Prediction of the Bankruptcy of Slovak Companies Using Neural Networks with SMOTE
    Tumpach, Milos
    Surovicova, Adriana
    Juhaszova, Zuzana
    Marci, Anton
    Kubascikova, Zuzana
    [J]. EKONOMICKY CASOPIS, 2020, 68 (10): : 1021 - 1039
  • [4] Bankruptcy prediction for Chilean companies
    Zurita, Felipe
    [J]. ECONOMIA CHILENA, 2008, 11 (01): : 93 - +
  • [5] Bankruptcy Risk Prediction in Ensuring the Sustainable Operation of Agriculture Companies
    Srebro, Bosiljka
    Mavrenski, Bojan
    Arsic, Vesna Bogojevic
    Knezevic, Snezana
    Milasinovic, Marko
    Travica, Jovan
    [J]. SUSTAINABILITY, 2021, 13 (14)
  • [6] Bankruptcy Risk Prediction using Artificial Intelligence: An Empirical Study of the Slovak Chemical Industry
    Letkovsky, Stanislav
    Miskufova, Marta
    Jencova, Sylvia
    Vasanicova, Petra
    [J]. ECONOMICS, MANAGEMENT & BUSINESS 2023: CONTEMPORARY ISSUES, INSIGHTS AND NEW CHALLENGES, 2023, : 693 - 700
  • [7] PREDICTION BANKRUPTCY MODELS VALIDATION IN SLOVAK BUSINESS ENVIRONMENT
    Delina, Radoslav
    Packova, Miroslava
    [J]. E & M EKONOMIE A MANAGEMENT, 2013, 16 (03): : 101 - 112
  • [8] Bankruptcy Model IN05 and Private Slovak Civil Engineering Companies
    Bohdalova, Maria
    Klempaiova, Natalia
    [J]. EUROPEAN FINANCIAL SYSTEMS 2017: PROCEEDINGS OF THE 14TH INTERNATIONAL SCIENTIFIC CONFERENCE, PT 1, 2017, : 41 - 49
  • [9] DIAGNOSIS OF THE RISK OF BANKRUPTCY OF COMPANIES IN METALLURGY
    Troaca, Victor
    Pargaru, Ion
    Troaca, Mihaela Elvira
    [J]. METALURGIA INTERNATIONAL, 2010, 15 (01): : A33 - A35
  • [10] Analysis of a Bankruptcy Prediction Model for Companies in Chile
    Umana-Hermosilla, Benito
    de la Fuente-Mella, Hanns
    Elortegui-Gomez, Claudio
    Ferrada-Rodriguez, Jorge
    Arce-Rojas, Mauricio
    [J]. ADVANCES IN ARTIFICIAL INTELLIGENCE, SOFTWARE AND SYSTEMS ENGINEERING (AHFE 2021), 2021, 271 : 83 - 90
12345