PREDICTION OF FINANCIAL DISTRESS BY MULTIVARIATE STATISTICAL ANALYSIS: THE CASE OF FIRMS TAKEN INTO THE SURVEILLANCE MARKET IN THE ISTANBUL STOCK EXCHANGE

DOI10.1142/S0219024906003470MaRDI QIDQ3379415zbMATH OpenFDO

Authors Serpil Canbas, Yildirim B. Önal, Hatice Düzakın, Suleyman Bilgin Kilic

Publication date 6 April 2006

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219024906003470

zbMATH Keywords

discriminant analysisfinancial distressprincipal component analysissurveillance firms

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38)

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Cites work

• Combining discriminant methods in solving classification problems in two-group discriminant analysis
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
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(4)

• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
• Dynamic prediction of financial distress based on Kalman filtering
• Financial distress prediction using support vector machines and logistic regression
• Improving accuracy of financial distress prediction by considering volatility: an interval-data-based discriminant model

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