Prognozowanie upadłości firm przy wykorzystaniu miękkich technik obliczeniowych
Forecasting business bankruptcy with the use of soft computing
Author(s): Tomasz KorolSubject(s): Business Economy / Management, Accounting - Business Administration, Socio-Economic Research
Published by: Wyższa Szkoła Informatyki i Zarządzania z siedzibą w Rzeszowie
Keywords: bankruptcy prediction; artificial intelligence; fuzzy logic; financial ratios; Warsaw Stock Exchange; corporate bankruptcy;
Summary/Abstract: This article is about the prediction of bankruptcy of companies in Poland. In the article author compares seven methods of artificial intelligence of forecasting the risks of bankruptcy of companies. It is first attempt of comparative analysis of such wide variety of artificial intelligence methods in predicting bankruptcy in Poland. In the conducted research author has used data on 185 companies listed on the Warsaw Stock Exchange. This population of firms was divided into learning and testing set data. Each company has been analyzed using the absolute values of 14 financial ratios and the dynamics of change of these ratios. The author’s developed models are characterized by high efficiency. These studies are the first attempt to use fuzzy logic to predict the bankruptcy of companies in Poland and one of the first in the world. Obtained results demonstrate the great potential of this method.
Journal: Financial Internet Quarterly
- Issue Year: 6/2010
- Issue No: 2
- Page Range: 1-15
- Page Count: 15
- Language: Polish
