Default Prediction for Small-Medium Enterprises in France: A comparative approach

The aim of this paper is to compare between three statistical methods in predicting corporate financial distress. We will use the Discriminant Analysis, Logit model and Random Forest. These approaches are based on a sample of 800 companies during the period from 2006 to 2008, as well as on the use of 33 financial ratios. The results show a superiority of the random forest approach.

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Year of publication:	2014-06-02
Authors:	JABEUR, Sami BEN ; FAHMI, Youssef
Institutions:	Institut de Préparation à l'Administration et à la Gestion (IPAG)

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2014-319 7 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010860555