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Az első hazai csődmodell újraszámítása neurális hálók segítségével
[Recalculation of the first Hungarian bankruptcy-prediction model using neural networks]

Author

Listed:
  • Virág, Miklós
  • Kristóf, Tamás

Abstract

A tanulmány arra a kérdésre keresi a választ, hogy Magyarországon is megbízha tóbbnak bizonyulnak-e a legkorszerűbb csődelőrejelzési módszerek a hagyományos matematikai-statisztikai eljárásoknál. Az első hazai csődmodell adatbázisán végre hajtott szimulációs kísérletek egyértelműen azt bizonyítják, hogy a mesterséges neurális hálókkal elkészített csődmodellek magasabb besorolási pontossággal ren delkeznek, mint azok a modellek, amelyeket az 1990-es években diszkriminanciaana lízis és logisztikus regresszió alapján dolgoztak ki. A tanulmány az eredmények be mutatásán kívül elemzi az eltérések okait, és konstruktív javaslatokat fogalmaz meg a hazai csődelőrejelzési gyakorlat fejlesztésére.* Journal of Economic Literature (JEL) kód: C45, C53, G33.

Suggested Citation

  • Virág, Miklós & Kristóf, Tamás, 2005. "Az első hazai csődmodell újraszámítása neurális hálók segítségével [Recalculation of the first Hungarian bankruptcy-prediction model using neural networks]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 144-162.
    • Handle: RePEc:ksa:szemle:744
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    References listed on IDEAS

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    Cited by:

    1. Nyitrai, Tamás, 2014. "Növelhető-e a csőd-előrejelző modellek előre jelző képessége az új klasszifikációs módszerek nélkül? [Can the predictive capacity of bankruptcy forecasting models be increased without new classific," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(5), pages 566-585.

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    More about this item

    JEL classification:

    • C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation

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