경영과학 (Korean Management Science Review)

한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

한정된 데이터 하에서 인공신경망을 이용한 기업도산예측 - 섬유 및 의류산업을 중심으로 -

Bankruptcy Prediction Based on Limited Data of Artificial Neural Network - in Textiles and Clothing Industries -

  • 발행 : 1997.11.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

Neural Network(NN) is known to be suitable for forecasting corporate bankruptcy because of discriminant capability. Bandkruptcy prediction on NN by now has mostly been studied based on financial indices at specific point of time. However, the financial profile of corporates fluctuates within a certain range with the elapse of time. Besides, we need a lot of data of different bankrupt types in order to apply NN for better bankruptcy prediction. Therefore, We have decided to focus on textile and clothing industries for bankruptcy prediction with limited data. One part of the collected data was used for training and calibration, and the other was used for verification. The model makes a learning with extended data from financial indices at specific point of time. The trained model has been tested and we could get a high hitting ratio relatively.

키워드

참고문헌

  1. 1994 한국의 중소기업 기업은행
  2. 하이테크정보 신경망 이론과 응용 김대수
  3. 신용정보 Cash Flow관련 재무비율의 도산예측력 검증 남욱
  4. 현대경영분석 박정재;신동령
  5. 경영학연구 v.23 no.3 기업도산예측을 위한 귀납적 학습지원 인공신경망 접근방법: MDA, 귀납적 학습방법, 인공신경망 모형과의 성과 비교 이건창;김명종;김혁
  6. 경영정보학연구 v.5 no.1 효과적인 의사결정을 위한 2단계 하이브리드 인공신경망 접근방법에 관한 연구 이건창
  7. 기은조사월보 재무분석에 의한 기업신용평가기법에 관한 시론 이계운
  8. 재무제표분석 이정호;정혜영;주진규;김정본
  9. 증권 부도기업특성에 관한 연구 -상장후 주가행태분석을 중심으로 장범식;이재경;우영호
  10. 한국과학기술원 석사학위논문 판별분석, 유사추론. 신경회로망을 이용한 도산예측 조흥규
  11. 1994년도 한국전문가시스템학회 추계학술대회 논문집 Comparative Analysis of Bankruptcy Prediction Accuracy-Using Discriminant Analysis, Case Based Forecasting, and Neural Network 조흥규;한인규;이훈영
  12. 지능정보시스템 v.2 신경망을 이용한 경제진단 및 예측 지원철
  13. 신용보증기금 중소기업도산론 -이론과 실제 최길현
  14. 기업신용분석 한국신용평가주식회사
  15. 고려대학교 대학원 박사학위 논문 재무제표정보의 적시성에 관한 연구 허영빈
  16. 경영과학 Linear versus Nonlinear Models of Decision Strategy Perspective Choong-Nyoung Kim;Byung-Don Choe
  17. 1993년도 한국경영정보학회 춘계학술대회논문집 Expert System for Bond Rating Problem; A Comparative Analysis Kim Jun Woo;Weistroffer H. Roland;Redmond Richard T.
  18. The Journal of Finance v.23 Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy Altman,E.I.
  19. Journal of Banking and Finance v.18 Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks(the Italian experience) Altman,E.I.;Marco G.;Varetto F.
  20. Journal of Accounting Research no.Suppl. Financial Ratios as Predictors of Failure Beaver,William H.
  21. Financial Times Neural Network Solutions for Trading in Financial Markets Baestaens,Dirk E.;Den Bergh William M Van.;D.Wood
  22. Neural Networks Comprehensive Foundation Haykin,Simon
  23. Introduction to the theory of Neural Computation Hertz,John;Anders Krogh;Richard G. Palmer
  24. The Journal of Finance v.XXVIII A Multivariate Analysis of Industrial Bond Rating Pinches,George E.;Kent A.Mingo
  25. Interest Rate, Risk and Income Distribution Shin,Kilman
  26. IJCNN Bond Rating Formulas derived through Simplifying a Trained Neural Network Surkan,Alvin J.;Xingren Ying
  27. Intelligent Systems in Accounting, Finance and Management v.6 Ordinal Pairwise Partitioning(OPP) Approach to Neural Networks Training in Bond rating Young S.Kwon;Ingoo Han;Kun Chang Lee