[其它]Bankruptcy prediction in banks and firms via statistical

Abstract u ^M'[<{  
Thispaperpresentsacomprehensivereviewoftheworkdone,duringthe1968–2005,intheapplicationofstatisticaland intelligent techniques to solve the bankruptcy prediction problem faced by banks and firms. The review is categorized by taking thetypeof techniqueappliedto solvethisproblemas animportant dimension. Accordingly, thepapersare grouped inthefollowingfamiliesoftechniques:(i)statisticaltechniques,(ii)neuralnetworks,(iii)case-basedreasoning,(iv)decision trees,(iv)operationalresearch,(v)evolutionaryapproaches,(vi)roughsetbasedtechniques,(vii)othertechniquessubsuming fuzzy logic, support vector machine and isotonic separation and (viii) soft computing subsuming seamless hybridization of all the above-mentioned techniques. Of particular significance is thatin each paper, the review highlights the source of data sets, financial ratios used, country of origin, time line of study and the comparative performance of techniques in terms of prediction accuracy wherever available. The review also lists some important directions for future research. 2006 Elsevier B.V. All rights reserved. [Bj\h7G
 
Keywords: Bankruptcy prediction; Banks; Firms; Statistics; Neural networks; Fuzzy logic; Case-based reasoning; De .. IV%Rph>d  
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LZ牛人，学工程的研究银行和企业破产了，涉猎广泛啊