Wyszukiwarka
Informacje szczegółowe
- Program finansujący:
- OPUS
- Instytucja:
- Narodowe Centrum Nauki (NCN) (National Science Centre)
- Porozumienie:
- UMO-2015/19/B/HS4/00377 z dnia 2016-06-09
- Okres realizacji:
- 2016-06-09 - 2020-06-08
- Kierownik projektu:
- dr hab. inż. Tomasz Korol
- Członkowie zespołu:
-
- Kierownik projektu dr hab. inż. Tomasz Korol
- Realizowany w:
- Katedra Finansów
- Wartość projektu:
- 139 440.00 PLN
- Typ zgłoszenia:
- Krajowy Program Badawczy
- Pochodzenie:
- Projekt krajowy
- Weryfikacja:
- Politechnika Gdańska
Publikacje powiązane z tym projektem
Filtry
wszystkich: 6
Katalog Projektów
Rok 2021
-
Impact of digital technologies on reliability of risk forecasting models - case study of enterprises in three global financial market regions
PublikacjaThis chapter focuses on the evaluation of impact of ICT on reliability of financial risk forecasting models. Presented study shows how the development of ICT can improve the effectiveness of such models. Determining a firm’s financial risk is one of the most interesting topics for investors and decision-makers. The multifaceted goal of the presented research is to separately estimate five traditional statistical and five soft computing...
Rok 2020
-
Assessment of Trajectories of Non-bankrupt and Bankrupt Enterprises
PublikacjaThe aim of this study is to show how long-term trajectories of enterprises can be used to increase the forecasting horizon of bankruptcy prediction models. The author used seven popular forecasting models (two from Europe, two from Asia, two from North America and one from Latin America). These models (five multivariate discriminant analysis models and two logit models) were used to develop 17-year trajectories separately for non-bankrupt...
-
LONG-TERM RISK CLASS MIGRATIONS OF NON-BANKRUPT AND BANKRUPT ENTERPRISES
PublikacjaThis paper investigates how the process of going bankrupt can be recognized much earlier by enterprises than by traditional forecasting models. The presented studies focus on the assessment of credit risk classes and on determination of the differences in risk class migrations between non-bankrupt enterprises and future insolvent firms. For this purpose, the author has developed a model of a Kohonen artificial neural network to...
Rok 2019
-
Dynamic Bankruptcy Prediction Models for European Enterprises
PublikacjaThis manuscript is devoted to the issue of forecasting corporate bankruptcy. Determining a firm’s bankruptcy risk is one of the most interesting topics for investors and decision-makers. The aim of the paper is to develop and to evaluate dynamic bankruptcy prediction models for European enterprises. To conduct this objective, four forecasting models are developed with the use of four different methods—fuzzy sets, recurrent and...
-
Examining Ownership Equity as a Psychological Factor on Tourism Business Failure Forecasting
PublikacjaThis paper examines ownership equity as a predictor of future business failure within the tourism and hospitality sectors. The main goals of this study were to examine which ratios are the most important for a tourism business failure forecasting model and how significant is the “total percentage of equity ownership by company directors” ratio compared with other ratios associated with the probability of bankruptcy. A stepwise...
Rok 2018
-
The Implementation of Fuzzy Logic in Forecasting Financial Ratios
PublikacjaThis paper is devoted to the issue of forecasting financial ratios. The objective of the conducted research is to develop a predictive model with the use of an innovative methodology, i.e., fuzzy logic theory, and to evaluate its effectiveness. Fuzzy logic has been widely used in machinery, robotics and industrial engineering. This paper introduces the use of fuzzy logic for the financial analysis of enterprises. While many current...
wyświetlono 745 razy