Show structure

Title:

An evaluation of the discriminatory power of selected Polish bankruptcy prediction models as part of the validation process

Group publication title:

Nauki o Finansach = Financial Sciences

Title in english:

Ocena siły dyskryminacyjnej wybranych polskich modeli predykcji bankructwa w ramach procesu walidacji

Creator:

Nehrebecka, Natalia

Subject and Keywords:

bankruptcy prediction ; discriminatory power ; validation

Description:

Financial Sciences = Nauki o Finansach, 2018, vol. 23, no. 4, s. 63-88

Abstrakt:

The purposes of this article are to present validation techniques according to their discriminatory power, while indicating the reservations about such techniques, and to check the adjustment of the existing Polish bankruptcy prediction models in the context of their discriminatory power. This is the first study that performs a validation of such models. Based on the analysis, it was found that the fifth model developed by Hadasik was characterised by a very high discriminatory power. The decision was made to base the evaluation of the discriminatory power of the modules on the Gini index, the Kolmogorov-Smirnov statistic, the H measure, the information value (IV), and the precision of the estimates of bankruptcy

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2018

Resource Type:

artykuł

Resource Identifier:

doi:10.15611/fins.2018.4.05

Language:

eng

Relation:

Financial Sciences = Nauki o Finansach, 2018, vol. 23, no. 4

Access Rights:

Dla wszystkich zgodnie z licencją

License:

CC BY-NC-ND 3.0 PL

Location:

Uniwersytet Ekonomiczny we Wrocławiu