search query: @indexterm Prediction theory / total: 137
reference: 51 / 137
| Author: | Tam, K. Y. |
| Title: | Neural network model and the prediction of bank bankruptcy |
| Journal: | Omega
1991 : VOL. 19:5, p. 429-445 |
| Index terms: | BANKS BANKRUPTCY PREDICTION THEORY NETWORK ANALYSIS CREDIT LOANS |
| Language: | eng |
| Abstract: | In recent years, the number of failed banks has reached a high unparalleled since the great Depression. Developing predictive models for bank failures is therefore desirable. A neural network model is presented, which offers a competitive alternative to existing bankruptcy prediction models. Empirical results show that neural networks offer better predictive accuracy than DA, factor-logistic, kNN, and ID3. Neural networks can be extended to other financial applications, particularly those involving classification such as credit scoring and loan evaluation. |
SCIMA