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Bankruptcy prediction using a data envelopment analysis

Citations

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Cited by:

  1. Premachandra, I.M. & Bhabra, Gurmeet Singh & Sueyoshi, Toshiyuki, 2009. "DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique," European Journal of Operational Research, Elsevier, vol. 193(2), pages 412-424, March.
  2. Singh, Shweta & Murthi, B.P.S. & Steffes, Erin, 2013. "Developing a measure of risk adjusted revenue (RAR) in credit cards market: Implications for customer relationship management," European Journal of Operational Research, Elsevier, vol. 224(2), pages 425-434.
  3. Zhou, Fanyin & Fu, Lijun & Li, Zhiyong & Xu, Jiawei, 2022. "The recurrence of financial distress: A survival analysis," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1100-1115.
  4. Федорова Е.А. & Гиленко Е.В., 2013. "Применение Моделей Бинарного Выбора Для Прогнозирования Банкротства Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 49(1), pages 106-118, январь.
  5. Sueyoshi, Toshiyuki & Goto, Mika, 2009. "DEA-DA for bankruptcy-based performance assessment: Misclassification analysis of Japanese construction industry," European Journal of Operational Research, Elsevier, vol. 199(2), pages 576-594, December.
  6. Apostolos G. Christopoulos & Ioannis G. Dokas & Iraklis Kollias & John Leventides, 2019. "An implementation of Soft Set Theory in the Variables Selection Process for Corporate Failure Prediction Models. Evidence from NASDAQ Listed Firms," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 1-20.
  7. TOBBACK, Ellen & MOEYERSOMS, Julie & STANKOVA, Marija & MARTENS, David, 2016. "Bankruptcy prediction for SMEs using relational data," Working Papers 2016004, University of Antwerp, Faculty of Business and Economics.
  8. Jeong-Hun Sin, 2020. "A study on the financial efficiency analysis method by redesigning the DEA model," OPSEARCH, Springer;Operational Research Society of India, vol. 57(2), pages 347-363, June.
  9. Isik, Ihsan & Uygur, Ozge, 2021. "Financial crises, bank efficiency and survival: Theory, literature and emerging market evidence," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 952-987.
  10. Noora Alzayed & Rasol Eskandari & Hassan Yazdifar, 2023. "Bank failure prediction: corporate governance and financial indicators," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 601-631, August.
  11. Sueyoshi, Toshiyuki & Goto, Mika, 2009. "Can R&D expenditure avoid corporate bankruptcy? Comparison between Japanese machinery and electric equipment industries using DEA-discriminant analysis," European Journal of Operational Research, Elsevier, vol. 196(1), pages 289-311, July.
  12. Vicente García & Ana I. Marqués & J. Salvador Sánchez & Humberto J. Ochoa-Domínguez, 2019. "Dissimilarity-Based Linear Models for Corporate Bankruptcy Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 53(3), pages 1019-1031, March.
  13. Sueyoshi, Toshiyuki & Goto, Mika, 2009. "Methodological comparison between DEA (data envelopment analysis) and DEA-DA (discriminant analysis) from the perspective of bankruptcy assessment," European Journal of Operational Research, Elsevier, vol. 199(2), pages 561-575, December.
  14. Colvin, Christopher L. & de Jong, Abe & Fliers, Philip T., 2015. "Predicting the past: Understanding the causes of bank distress in the Netherlands in the 1920s," Explorations in Economic History, Elsevier, vol. 55(C), pages 97-121.
  15. Ravi Kumar, P. & Ravi, V., 2007. "Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review," European Journal of Operational Research, Elsevier, vol. 180(1), pages 1-28, July.
  16. Ming-Fu Hsu & Chingho Chang & Jhih‐Hong Zeng, 2022. "Automated text mining process for corporate risk analysis and management," Risk Management, Palgrave Macmillan, vol. 24(4), pages 386-419, December.
  17. Chi Xie & Changqing Luo & Xiang Yu, 2011. "Financial distress prediction based on SVM and MDA methods: the case of Chinese listed companies," Quality & Quantity: International Journal of Methodology, Springer, vol. 45(3), pages 671-686, April.
  18. Lampe, Hannes W. & Hilgers, Dennis, 2015. "Trajectories of efficiency measurement: A bibliometric analysis of DEA and SFA," European Journal of Operational Research, Elsevier, vol. 240(1), pages 1-21.
  19. fernández, María t. Tascón & gutiérrez, Francisco J. Castaño, 2012. "Variables y Modelos Para La Identificación y Predicción Del Fracaso Empresarial: Revisión de La Investigación Empírica Reciente," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 15(1), pages 7-58.
  20. Almaskati, Nawaf & Bird, Ron & Yeung, Danny & Lu, Yue, 2021. "A horse race of models and estimation methods for predicting bankruptcy," Advances in accounting, Elsevier, vol. 52(C).
  21. Arazmuradov, Annageldy, 2016. "Assessing sovereign debt default by efficiency," The Journal of Economic Asymmetries, Elsevier, vol. 13(C), pages 100-113.
  22. du Jardin, Philippe, 2015. "Bankruptcy prediction using terminal failure processes," European Journal of Operational Research, Elsevier, vol. 242(1), pages 286-303.
  23. Ioannis Tsolas, 2015. "Firm credit risk evaluation: a series two-stage DEA modeling framework," Annals of Operations Research, Springer, vol. 233(1), pages 483-500, October.
  24. Shikha Bhatia & Aman Srivastava, 2016. "Working Capital Management and Firm Performance in Emerging Economies: Evidence from India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 41(2), pages 71-87, May.
  25. Jamal Ouenniche & Kaoru Tone, 2017. "An out-of-sample evaluation framework for DEA with application in bankruptcy prediction," Annals of Operations Research, Springer, vol. 254(1), pages 235-250, July.
  26. du Jardin, Philippe, 2021. "Forecasting corporate failure using ensemble of self-organizing neural networks," European Journal of Operational Research, Elsevier, vol. 288(3), pages 869-885.
  27. Iman Cheratian & Saleh Goltabar & Hassan Gholipour Fereidouni & Mohammad Reza Farzanegan, 2023. "External Financing and Firm Growth: Evidence from Micro, Small, and Medium Enterprises in Iran," MAGKS Papers on Economics 202308, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  28. Róbert Štefko & Jarmila Horváthová & Martina Mokrišová, 2020. "Bankruptcy Prediction with the Use of Data Envelopment Analysis: An Empirical Study of Slovak Businesses," JRFM, MDPI, vol. 13(9), pages 1-15, September.
  29. Demyanyk, Yuliya & Hasan, Iftekhar, 2010. "Financial crises and bank failures: A review of prediction methods," Omega, Elsevier, vol. 38(5), pages 315-324, October.
  30. Andrzej Geise & Magdalena Kuczmarska & Jarosław Pawlowski, 2021. "Corporate Failure Prediction of Construction Companies in Poland: Evidence from Logit Model," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 99-116.
  31. Huang, Chao & Dai, Chong & Guo, Miao, 2015. "A hybrid approach using two-level DEA for financial failure prediction and integrated SE-DEA and GCA for indicators selection," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 431-441.
  32. Zhiyong Li & Chen Feng & Ying Tang, 2022. "Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis," Annals of Operations Research, Springer, vol. 315(1), pages 279-315, August.
  33. repec:zbw:bofrdp:2009_035 is not listed on IDEAS
  34. Greta Falavigna, 2011. "An artificial neural network approach for assigning rating judgements to Italian Small Firms," CERIS Working Paper 201104, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  35. Lili Sun, 2007. "A re-evaluation of auditors’ opinions versus statistical models in bankruptcy prediction," Review of Quantitative Finance and Accounting, Springer, vol. 28(1), pages 55-78, January.
  36. Jie Sun, 2012. "Integration Of Random Sample Selection, Support Vector Machines And Ensembles For Financial Risk Forecasting With An Empirical Analysis On The Necessity Of Feature Selection," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 19(4), pages 229-246, October.
  37. Ayoola Tajudeen John & Obokoh Lawrence Ogechukwu, 2018. "Corporate Governance and Financial Distress in the Banking Industry: Nigerian Experience," Journal of Economics and Behavioral Studies, AMH International, vol. 10(1), pages 182-193.
  38. Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics 19/16, University of Waikato.
  39. Qunfeng LIAO & Seyed MEHDIAN, 2016. "Measuring Financial Distress And Predicting Corporate Bankruptcy: An Index Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 17, pages 33-51, June.
  40. Nitya Nand Tripathi & Naseem Ahamed, 2017. "Time Taken to Reach the Performance Summit: Nature of Relation Between Working Capital Management and Firm Performance in the Indian Context," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 530-536.
  41. Psillaki, Maria & Tsolas, Ioannis E. & Margaritis, Dimitris, 2010. "Evaluation of credit risk based on firm performance," European Journal of Operational Research, Elsevier, vol. 201(3), pages 873-881, March.
  42. Cheratian, Iman & Goltabar, Saleh & Gholipour, Hassan F. & Farzanegan, Mohammad Reza, 2024. "Finance and sales growth at the firms level in Iran: Does type of spending matter?," Research in International Business and Finance, Elsevier, vol. 67(PB).
  43. Premachandra, I.M. & Chen, Yao & Watson, John, 2011. "DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment," Omega, Elsevier, vol. 39(6), pages 620-626, December.
  44. Róbert Štefko & Jarmila Horváthová & Martina Mokrišová, 2021. "The Application of Graphic Methods and the DEA in Predicting the Risk of Bankruptcy," JRFM, MDPI, vol. 14(5), pages 1-19, May.
  45. Derek-Teshun Huang & Betty Chang & Zhien-Chia Liu, 2012. "Bank failure prediction models: for the developing and developed countries," Quality & Quantity: International Journal of Methodology, Springer, vol. 46(2), pages 553-558, February.
  46. Demyanyk, Yuliya & Hasan, Iftekhar, 2009. "Financial crises and bank failures: a review of prediction methods," Bank of Finland Research Discussion Papers 35/2009, Bank of Finland.
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