The objective of this study is to examine the performance of default prediction model: the Z-score model using discriminant analysis, and to propose a new prediction model on a data set of 30 defaulted and 30 solvent companies. Financial ratios obtained from corporate balance sheets are used as...

The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs of a non specified length...