DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique
From MaRDI portal
Publication:958086
DOI10.1016/J.EJOR.2007.11.036zbMATH Open1149.90358OpenAlexW2084588109MaRDI QIDQ958086FDOQ958086
Authors: I. M. Premachandra, Gurmeet Singh Bhabra, Toshiyuki Sueyoshi
Publication date: 2 December 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2007.11.036
Recommendations
- Methodological comparison between DEA (data envelopment analysis) and DEA-DA (discriminant analysis) from the perspective of bankruptcy assessment
- DEA-DA for bankruptcy-based performance assessment: misclassification analysis of Japanese construction industry
- An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
- A new method for determining bankruptcy using DEA and rough set theory
- Data envelopment analysis may obfuscate corporate financial data: using support vector machine and data envelopment analysis to predict corporate failure for nonmanufacturing firms
Cites Work
- Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis
- Measuring the efficiency of decision making units
- Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions
- Translation invariance in data envelopment analysis
- Data envelopment analysis of integer-valued inputs and outputs
- The Estimation of Choice Probabilities from Choice Based Samples
- Returns to scale in dynamic DEA
- The measurement of returns to scale under a simultaneous occurrence of multiple solutions in a reference set and a supporting hyperplane
- Measurement of returns to scale using a non-radial DEA model: a range-adjusted measure approach
- Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
- DEA-discriminant analysis: methodological comparison among eight discriminant analysis approaches
- Bankruptcy Prediction with Industry Effects
- A new framework for the solution of DEA models
- Mixed integer programming approach of extended DEA--discriminant analysis.
- Choosing Between Logistic Regression and Discriminant Analysis
- Bankruptcy prediction using a data envelopment analysis.
- Financial distress prediction by a radial basis function network with logit analysis learning
Cited In (18)
- Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis
- Improved efficiency measures through directional distance formulation of data envelopment analysis
- Firm credit risk evaluation: a series two-stage DEA modeling framework
- Title not available (Why is that?)
- An analytic hierarchy model for classification algorithms selection in credit risk analysis
- Data envelopment analysis may obfuscate corporate financial data: using support vector machine and data envelopment analysis to predict corporate failure for nonmanufacturing firms
- DEA-DA for bankruptcy-based performance assessment: misclassification analysis of Japanese construction industry
- Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
- Behaviour-based short-term invoice probability of default evaluation
- روشی جدید در تعیین ورشکستگی با استفاده از تحلیل پوششی داده ها و تئوری مجموعه های راف فازی
- Profitability analysis using IDEA-DA framework
- An occurrence of multiple projections in DEA-based measurement of technical efficiency: theoretical comparison among DEA models from desirable properties
- A study on the financial efficiency analysis method by redesigning the DEA model
- Methodological comparison between DEA (data envelopment analysis) and DEA-DA (discriminant analysis) from the perspective of bankruptcy assessment
- A hybrid approach using two-level DEA for financial failure prediction and integrated SE-DEA and GCA for indicators selection
- Forecasting business failure in China using case-based reasoning with hybrid case respresentation
- Bankruptcy prediction in firms with statistical and intelligent techniques and a comparison of evolutionary computation approaches
- Can R\&D expenditure avoid corporate bankruptcy? Comparison between Japanese machinery and electric equipment industries using DEA-discriminant analysis
This page was built for publication: DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q958086)