The week's pick
Reseach Article
Enterprise Credit Risk Evaluation models: A Review of Current Research Trends
| International Journal of Computer Applications |
| Foundation of Computer Science (FCS), NY, USA |
| Volume 44 - Number 11 |
| Year of Publication: 2012 |
| Authors: Ming-chang Lee |
10.5120/6311-8643
|
Ming-chang Lee . Enterprise Credit Risk Evaluation models: A Review of Current Research Trends. International Journal of Computer Applications. 44, 11 ( April 2012), 37-44. DOI=10.5120/6311-8643
Abstract
Enterprise Credit Risk becomes important issue in financial and accounting. It includes bankruptcy prediction, financial distress, corporate performance clustering / prediction and credit risk estimation. This research aims to provide a state-of-the art review of the relative literature and indicate relevant research opportunities. We found that the current research trends are necessary a method for reduction the feature subset, many hybrids SVM based model and rough model are proposed. Another consideration which requires future research is the evaluation of relative cost of Type?and Type?errors.
References
- <ul style="text-align: justify;"> [1 ] Altman, E. I. , "Financial Ratios, Discriminant analysis and the prediction of corporate bankruptcy", Journal of Finance, Vol. 23, No. 4, 1968, pp. 589-609 [2 ] Andreeva , G. , Ansell, J. , and Crook, J. , Modeling probability using survival combination scores", Europen Journal of Operational Research, Vol. 183, No. 3, 2007, pp. 1537-1549. [3 ] Antonakis, A. C. and Sfakianakis,M. E. , "Assessing naïve Bayes as a method of screening credit applicat
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