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Forecasting Financial Failure of Firms via Genetic Algorithms
Acosta-González, Eduardo; Fernández-Rodríguez, Fernando - In: Computational Economics 43 (2014) 2, pp. 133-157
Schwarz information criterion. As an empirical illustration, the methodology is applied to forecasting the failure of firms in …
Persistent link: https://www.econbiz.de/10010989256
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Metaheuristics for the bus-driver scheduling problem
Ramalhinho-Lourenço, Helena; Pinto, José; Portugal, Rita - Department of Economics and Business, Universitat … - 1998
alternative solutions methods have to be developed. We propose metaheuristics based on the following approaches: GRASP (greedy …
Persistent link: https://www.econbiz.de/10005772097
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Variable selection in STAR models with neighbourhood effects using genetic algorithms
Alberto, Isolina; Beamonte, Asunción; Gargallo, Pilar; … - In: Journal of Forecasting 29 (2010) 8, pp. 728-750
In this paper we deal with the problem of variable selection in spatiotemporal autoregressive (STAR) models with neighbourhood effects. We propose a procedure to carry out the selection process, taking into account the uncertainty associated with estimation of the parameters and the predictive...
Persistent link: https://www.econbiz.de/10008740703
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THE SCORE MODELS FOR ANALYZING THE BANKRUPTCY RISK. SOME SPECIFIC FEATURES FOR THE CASE OF ROMANIA
Cîrciumaru, Daniel - In: Revista Tinerilor Economisti (The Young Economists Journal) 1 (2011) 16, pp. 153-160
The paper presents some of the most relevant score functions developed worldwide, used to assess the bankruptcy risk. Among these, we mention the Altman model, developed in 1968, the model elaborated by the Central Bank of France, by Conan and Holder, or by Ohlson. Also, we present the models...
Persistent link: https://www.econbiz.de/10010819417
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THE SCORE MODELS FOR ANALYZING THE BANKRUPTCY RISK. SOME SPECIFIC FEATURES FOR THE CASE OF ROMANIA
Cîrciumaru, Daniel - In: Revista Tinerilor Economisti (The Young Economists Journal) 1 (2012) 18, pp. 200-207
The paper presents some of the most relevant score functions developed worldwide, used to assess the bankruptcy risk. Among these, we mention the Altman model, developed in 1968, the model elaborated by the Central Bank of France, by Conan and Holder, or by Ohlson. Also, we present the models...
Persistent link: https://www.econbiz.de/10010819451
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A STUDY REGARDING THE BANKRUPTCY IN ROMANIA. REGIONAL COMPARISONS
Cîrciumaru, Daniel; Siminica, Marian; Begicevic, Nina - In: Revista Tinerilor Economisti (The Young Economists Journal) 1 (2007) 9, pp. 148-154
The academic world showed a big interest for the study of the companies in financial distress in the last years, due to the implications of the bankruptcy process on the Romanian economy. In this paper, we carried out a study of the main specific features of the bankruptcy in Romania in the...
Persistent link: https://www.econbiz.de/10005120948
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Development of a Method to Assess the Relevant Variables and the Probability of Financial Distress
Crapp, Harvey R.; Stevenson, Maxwell - In: Australian Journal of Management 12 (1987) 2, pp. 221-236
for failure models. In addition, our method provides estimates of the failure probabilities of organisations at a point in …
Persistent link: https://www.econbiz.de/10010769396
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Penggunaan Binary Logit untuk Prediksi Financial Distress Perusahaan Yang Tercatat Di Bursa Efek Jakarta
Pasaribu, Rowland Bismark Fernando - Volkswirtschaftliche Fakultät, … - 2008
This study aimed to establish the financial distress prediction in a public company listed on the Jakarta Stock Exchange specifically incorporated in the trading industry. The samples used in research are all public companies incorporated in the trading industry 2002-2006 period. This study used...
Persistent link: https://www.econbiz.de/10009651383
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The financial distress of public sector entities. Evidence from Italian public universities
Bisogno, Marco; Citro, Francesca; Tommasetti, Aurelio - In: International Journal of Accounting, Auditing and … 10 (2014) 2, pp. 203-227
The paper investigates the financial condition of Italian universities, focusing on cash- and budget-level solvency as well as service-level solvency. Our model includes structural factors (which refer to both size and quality in structures), organisational factors (which refer to the...
Persistent link: https://www.econbiz.de/10010756281
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The Timescale Effects of Corporate Governance Measure on Predicting Financial Distress
Chen, Hsin-Hung - In: Review of Pacific Basin Financial Markets and Policies … 11 (2008) 01, pp. 35-46
This study aims to investigate the timescale effects of the corporate governance measure on predicting financial distress of corporations. A new corporate governance measure is adopted in the logistic regression model. Historical data of the companies listed on the Taiwan Stock Exchange...
Persistent link: https://www.econbiz.de/10005047226