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Predicting micro-enterprise failures using data mining techniques

Ptak-Chmielewska, Aneta - In: Journal of risk and financial management : JRFM 12 (2019) 1/30, pp. 1-17

Research analysis of small enterprises are still rare, due to lack of individual level data. Small enterprise failures are connected not only with their financial situation abut also with non-financial factors. In recent research we tend to apply more and more complex models. However, it is not...

Persistent link: https://www.econbiz.de/10012022335

The effects of handling outliers on the performance of bankruptcy prediction models

Nyitrai, Tamás; Virág, Miklós - In: Socio-economic planning sciences : the international … 67 (2019), pp. 34-42

Persistent link: https://www.econbiz.de/10012105606

A comprehensive review of corporate bankruptcy prediction in Hungary

Kristóf, Tamás; Virág, Miklós - In: Journal of risk and financial management : JRFM 13 (2020) 2/35, pp. 1-20

researches of corporate bankruptcy prediction, laying emphasis on the 30-year development history of Hungarian empirical results …. In ex-socialist countries corporate bankruptcy prediction became possible more than 20 years later compared to the … western countries, however, based on the historical development of corporate bankruptcy prediction after the political system …

Persistent link: https://www.econbiz.de/10012173722

The importance of financial and non-financial ratios in SMEs bankruptcy prediction

Ptak-Chmielewska, Aneta; Matuszyk, Anna - In: Bank i kredyt 49 (2018) 1, pp. 45-62

Persistent link: https://www.econbiz.de/10011896592

A Hungarian model for predicting financial bankruptcy

Hajdu, Ottó; Virág, Miklós - In: Society and economy in Central and Eastern Europe : … 23 (2001) 1/2, pp. 28-46

Persistent link: https://www.econbiz.de/10001611106

Data reduction and univariate splitting - do they together provide better corporate bankruptcy prediction?

Kristóf, Tamás; Virág, Miklós - In: Acta oeconomica : periodical of the Hungarian Academy … 62 (2012) 2, pp. 205-228

Persistent link: https://www.econbiz.de/10009560795

Is there a trade-off between the predictive power and the interpretability of bankruptcy models? : the case of the first Hungarian bankruptcy prediction model

Virág, Miklós; Nyitrai, Tamás - In: Acta oeconomica : periodical of the Hungarian Academy … 64 (2014) 4, pp. 419-440

Persistent link: https://www.econbiz.de/10010472855

Neural networks in bankruptcy prediction : a comparative study on the basis of the first Hungarian bankruptcy model

Virág, Miklós; Kristóf, Tamás - In: Acta oeconomica : periodical of the Hungarian Academy … 55 (2005) 4, pp. 403-426

Persistent link: https://www.econbiz.de/10003239721

New definition of default - recalibration of credit risk models using Bayesian approach

Ptak-Chmielewska, Aneta; Kopciuszewski, Paweł - In: Risks : open access journal 10 (2022) 1, pp. 1-16

After the financial crisis, the European Banking Authority (EBA) has established tighter standards around the definition of default (Capital Requirements Regulation CRR Article 178, EBA/GL/2017/16) to increase the degree of comparability and consistency in credit risk measurement and capital...

Persistent link: https://www.econbiz.de/10012805453

Application of the random survival forests method in the bankruptcy prediction for smalland medium enterprises

Ptak-Chmielewska, Aneta; Matuszyk, Anna - In: Argumenta oeconomica 44 (2020) 1, pp. 127-142

Persistent link: https://www.econbiz.de/10012486034