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CORPORATE BANKRUPTCY PREDICTION USING MACHINE LEARNING TECHNIQUES


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Title: CORPORATE BANKRUPTCY PREDICTION USING MACHINE LEARNING TECHNIQUES
Other Titles: CORPORATE BANKRUPTCY PREDICTION USING MACHINE LEARNING TECHNIQUES
Authors: Mattsson, Björn
Steinert, Olof
Issue Date: 6-Nov-2017
Degree: Student essay
Series/Report no.: 201711:61
Uppsats
Abstract: Estimating the risk of corporate bankruptcies is of large importance to creditors and in- vestors. For this reason bankruptcy prediction constitutes an important area of research. In recent years artificial intelligence and machine learning methods have achieved promising results in corporate bankruptcy prediction settings. Therefore, in this study, three machine learning algorithms, namely random forest, gradient boosting and an artificial neural net- work were used to predict corporate bankrup... more
URI: http://hdl.handle.net/2077/54283
Appears in Collections:Kandidatuppsatser / Institutionen för nationalekonomi och statistik

 

 

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