Predicting Corporate Failure: The GRASP-LOGIT Model || Predicción de la quiebra empresarial: el modelo GRASP-LOGIT

Predicting Corporate Failure: The GRASP-LOGIT Model || Predicción de la quiebra empresarial: el modelo GRASP-LOGIT

Predicting corporate failure is an important problem in management science. This study tests a new method for predicting corporate failure on a sample of Spanish firms. A GRASP (Greedy Randomized Adaptive Search Procedure) strategy is proposed to use a feature selection algorithm to select a subset...

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Bibliographic Details
Main Authors: Casado Yusta, Silvia, Núñez Letamendía, Laura, Pacheco Bonrostro, Joaquín Antonio
Format: Article
Language:English
Published: Universidad Pablo de Olavide 2018-12-01
Series:Revista de Métodos Cuantitativos para la Economía y la Empresa
Subjects:
financial distress
accounting ratios
feature selection
GRASP metaheuristic
logistic regression
dificultades financieras
ratios contables
selección de características
metaheurístico GRASP
regresión logística
Online Access:https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2810/3071

Internet

https://www.upo.es/revistas/index.php/RevMetCuant/article/view/2810/3071

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