Open Access. Powered by Scholars. Published by Universities.®

Business Commons

Open Access. Powered by Scholars. Published by Universities.®

Management Sciences and Quantitative Methods

Selected Works

2010

Credit risk

Articles 1 - 2 of 2

Full-Text Articles in Business

Business Failure Prediction Using Decision Trees, Adrian Gepp, Kuldeep Kumar, Sukanto Bhattacharya Jul 2010

Business Failure Prediction Using Decision Trees, Adrian Gepp, Kuldeep Kumar, Sukanto Bhattacharya

Kuldeep Kumar

Accurate business failure prediction models would be extremely valuable to many industry sectors, particularly financial investment and lending. The potential value of such models is emphasised by the extremely costly failure of high-profile companies in the recent past. Consequently, a significant interest has been generated in business failure prediction within academia as well as in the finance industry. Statistical business failure prediction models attempt to predict the failure or success of a business. Discriminant and logit analyses have traditionally been the most popular approaches, but there are also a range of promising non-parametric techniques that can alternatively be applied. In …


Business Failure Prediction Using Decision Trees, Adrian Gepp, Kumar Kuldeep, Sukanto Bhattacharya Dec 2009

Business Failure Prediction Using Decision Trees, Adrian Gepp, Kumar Kuldeep, Sukanto Bhattacharya

Adrian Gepp

Accurate business failure prediction models would be extremely valuable to many industry sectors, particularly financial investment and lending. The potential value of such models is emphasised by the extremely costly failure of high-profile companies in the recent past. Consequently, a significant interest has been generated in business failure prediction within academia as well as in the finance industry. Statistical business failure prediction models attempt to predict the failure or success of a business. Discriminant and logit analyses have traditionally been the most popular approaches, but there are also a range of promising non-parametric techniques that can alternatively be applied. In …