URI | http://purl.tuc.gr/dl/dias/6789AA34-AB12-4C2F-AEAA-6356C21F2381 | - |
Αναγνωριστικό | https://www.econbiz.de/Record/a-fuzzy-decision-aiding-method-for-the-assessment-of-corporate-bankruptcy-matsatsinis/10001888786 | - |
Γλώσσα | en | - |
Τίτλος | A fuzzy decision aiding method for the assessment of corporate bankruptcy | en |
Δημιουργός | Matsatsinis Nikolaos | en |
Δημιουργός | Ματσατσινης Νικολαος | el |
Δημιουργός | Zopounidis Konstantinos | en |
Δημιουργός | Ζοπουνιδης Κωνσταντινος | el |
Δημιουργός | C. Zopounidis | en |
Δημιουργός | K. Kosmidou | en |
Εκδότης | ResearchGate | en |
Περίληψη | In many real world problems it is often difficult to find dependencies between the variables of a process or more general of a system, dependencies which can be used for controlling a plant, forecasting a value or classifying a group of objects into pre-defined classes. Since in many cases, analytic dependencies are unknown or very difficult to set up, the formulation of dependencies with the help of fuzzy rules offers a useful alternative. This paper presents the combined use of a fuzzy rule generation method and a data mining technique for financial risk assessment. The case of business failure is considered here and the classification of the firms into two classes is sought. Initially, a method for the generation of fuzzy rules is used. Then these rules are imported to a data mining technique so as the firms can be classified into as bankrupt or non-bankrupt. The fuzzy method supports the discovery of relevant dependencies by the automatic generation of if/then rules on the basis of expert knowledge, while the data mining technique, with the help of a fuzzy rule-based classifier, assigns an object to different classes on the basis of various different characteristics (financial ratios). Finally, a thorough comparison with discriminant analysis, logit and probit analysis is performed based on the same sample.
| en |
Τύπος | Peer-Reviewed Journal Publication | en |
Τύπος | Δημοσίευση σε Περιοδικό με Κριτές | el |
Άδεια Χρήσης | http://creativecommons.org/licenses/by/4.0/ | en |
Ημερομηνία | 2015-10-20 | - |
Ημερομηνία Δημοσίευσης | 2003 | - |
Βιβλιογραφική Αναφορά | Matsatsinis N.F, K. Kosmidou, M. Doumpos, C. Zopounidis, "A Fuzzy Decision Aiding
Method for the Assessment of Corporate Bankruptcy", Fuzzy Economic Review, vol. 8, no. 1, pp. 13-23, 2003. url:https://www.econbiz.de/Record/a-fuzzy-decision-aiding-method-for-the-assessment-of-corporate-bankruptcy-matsatsinis/10001888786 | en |