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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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Forecasting financial failure of firms via genetic algorithms
Acosta-González, Eduardo; Fernández Rodríguez, Fernando - In: Computational economics 43 (2014) 2, pp. 133-157
Persistent link: https://www.econbiz.de/10010249712
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A mixed-integer linear programming model and a metaheuristic approach for the selection and allocation of land parcels problem
Gil, Alejandro Fernández; Sánchez, Mariam Gómez; … - In: International transactions in operational research : a … 30 (2023) 4, pp. 1730-1754
Persistent link: https://www.econbiz.de/10014258956
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Improved heuristics for the regenerator location problem
Duarte, A.; Martí, R.; Resende, Mauricio G. C.; Silva, … - In: International transactions in operational research : … 21 (2014) 4, pp. 541-558
Persistent link: https://www.econbiz.de/10010388509
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Selection of variables in small business failure analysis: Mean selection vs. median selection
Tascón, María T.; Castaño, Francisco J. - In: Revista de Métodos Cuantitativos para la Economía y … 24 (2017), pp. 54-88
Persistent link: https://www.econbiz.de/10011994996
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Selection of variables in small business failure analysis : mean selection vs. median selection
Tascón, María T.; Castaño, Francisco J. - In: Revista de métodos cuantitativos para la economía y … 24 (2017), pp. 54-88
This paper focuses on one of the most determinant processes in business failure assessment: Variable selection. After a … group of business failure assessment methods (linear discriminant analysis, quadratic discriminant analysis, logistic … test, but the most appropriate methods to assess business failure, which constitutes our main contribution. Additionally …
Persistent link: https://www.econbiz.de/10011845328
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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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A literature review on the application of evolutionary computing to credit scoring
Marqués, A. I.; García Marzá, V. Domingo; Sánchez, J. S. - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1384-1399
Persistent link: https://www.econbiz.de/10009788624
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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