【摘 要】
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Bankruptcy prediction is of paramount interest to both academics and practitioners.This paper devotes special care to an important aspect of the bankruptcy prediction modeling:data sample selection is
【机 构】
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University of Cincinnati
论文部分内容阅读
Bankruptcy prediction is of paramount interest to both academics and practitioners.This paper devotes special care to an important aspect of the bankruptcy prediction modeling:data sample selection issue.We first explore the effect of different data sample selection methods by comparing the out-of-sample predictive performances conducted suggests that if forecasting the probability of bankruptcy is of interest,complete data sampling technique provides more accurate results.However,if a binary bankruptcy decision or corporate rating is desired,choice based sampling technique may be still suitable.
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