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Revisiting SME default predictors : the Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

SME default prediction is a long-standing issue in the finance and management literature. Proper estimates of the SME …- and employee-related variables into SME prediction models can improve their predictive power. To test our hypotheses, we … use a unique sample of SMEs and propose a novel and more accurate predictor of SME default, the Omega Score, developed by …

Persistent link: https://www.econbiz.de/10013472256

Machine learning techniques for default prediction : an application to small Italian companies

Bazzana, Flavio; Bee, Marco; Khatir, Ahmed Almustfa … - In: Risk management : an international journal 26 (2024) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10014478823

Revisiting SME default predictors : the Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

Persistent link: https://www.econbiz.de/10013466459

Bankruptcy prediction : the case of Belgian SMEs

Cultrera, Loredana; Brédart, Xavier - In: Review of accounting & finance 15 (2016) 1, pp. 101-119

Persistent link: https://www.econbiz.de/10011459741

Failure prediction models : performance, disagreements, and internal rating systems

Mitchell, Janet; Van Roy, Patrick - 2007

We address a number of comparative issues relating to the performance of failure prediction models for small, private firms. We use two models provided by vendors, a model developed by the National Bank of Belgium, and the Altman Z-score model to investigate model power, the extent of...

Persistent link: https://www.econbiz.de/10011610380

The Altman's revised Z'-score model, non-financial information and macroeconomic variables : case of Slovak SMEs

Káčer, Marek; Ochotnický, Pavol; Alexy, Martin - In: Ekonomický časopis : časopis pre ekonomickú … 67 (2019) 4, pp. 335-366

Persistent link: https://www.econbiz.de/10012156258

Failure prediction models for Slovak small companies

Svabova, Lucia; Durica, Marek; Valaskova, Katarina - In: European journal of international management : EJIM 18 (2022) 4, pp. 617-637

Persistent link: https://www.econbiz.de/10013435669

Efficacies of artificial neural networks ushering improvement in the prediction of extant credit risk models

Aranha, Meera; Bolar, Kartikeya - In: Cogent economics & finance 11 (2023) 1, pp. 1-13

The study's objective is to check whether the predictive power of Machine Learning Techniques is better than Logistic Regression in predicting the bankruptcy of firms and that the same predictive power of ascertaining bankruptcy improves when a proxy for uncertainty is added to the model as a...

Persistent link: https://www.econbiz.de/10014500824

Predicting Default Probability Using Delinquency : The Case of French Small Businesses

Marouani, Asma - 2014

predict SME bankruptcy in France and in a timely manner. New variables on late payment and delinquency are identified as …

Persistent link: https://www.econbiz.de/10013058820

Financial distress prediction : the case of French small and medium-sized firms

Mselmi, Nada; Lahiani, Amine; Hamza, Taher - In: International review of financial analysis 50 (2017), pp. 67-80

Persistent link: https://www.econbiz.de/10011820657