Over the last four decades, bankruptcy prediction has given rise to an extensive body of literature, the aim of which was to assess the conditions under which forecasting models perform effectively. Of all the parameters that may influence model accuracy, one has rarely been discussed: the influence of the variable selection method. The aim of our research is to evaluate the prediction accuracy of models designed with various classification techniques and variables selection methods. As a result, we demonstrate that a search strategy cannot be designed without considering the characteristics of the modeling technique and that the fit between the variable selection method and the technique used to design models is a key factor in performance.
Auteurs :du Jardin Philippe Extrait de la revue BMI 116
The Performance of Islamic Investment: Evidence from the Dow Jones Islamic Indexes Volatility Strategies for Global and Country Specific European Investors Problem Loans in the MENA Countries: Bank Specifi c Determinants and the Role of the Business and the Institutional Environment Short Term Wealth Creation Sustainability of French Acquirers of Unlisted versus Listed Firms Financial flexibility
The Performance of Islamic Investment: Evidence from the Dow Jones Islamic Indexes Volatility Strategies for Global and Country Specific European Investors Problem Loans in the MENA Countries: Bank Specifi c Determinants and the Role of the Business and the Institutional Environment Short Term Wealth Creation Sustainability of French Acquirers of Unlisted versus Listed Firms Financial flexibility
