COMPARISON OF CLASSIFICATION PERFORMANCE OF MACHINE LEARNING METHODS IN PREDICTION FINANCIAL FAILURE: EVIDENCE FROM BORSA İSTANBUL

COMPARISON OF CLASSIFICATION PERFORMANCE OF MACHINE LEARNING METHODS IN PREDICTION FINANCIAL FAILURE: EVIDENCE FROM BORSA İSTANBUL

This study aimed to predict the 1 to 2 year future time of the financial failure of 86 manufacturing companies that are operating in Borsa İstanbul. The data comprised of 2010-2012 period, and it depends on 8 quantitative financial variables. Beside 6 variables come from non financial statements. In...

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Bibliographic Details
Main Authors: Derviş Boztosun, Barış Aksoy
Format: Article
Language:English
Published: Hitit University 2021-06-01
Series:Hitit Sosyal Bilimler Dergisi
Subjects:
financial failure prediction
borsa i̇stanbul
artificial neural networks
classification and regression trees
support vector machine
knn algorithm
finansal başarısızlık tahmini
borsa istanbul
yapay sinir ağları
sınıflandırma ve regresyon ağaçları
destek vektör makinesi,
knn algoritması
Online Access:https://dergipark.org.tr/tr/download/article-file/1578734

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