Measuring firm performance using financial ratios: A decision tree approach
Citations
9,185 citations
128 citations
Cites methods from "Measuring firm performance using fi..."
...Bae showed an SVM model with radial basis kernel function (RSVM) received outstanding performance for Korean manufacturing distress prediction (Bae 2012)....
[...]
...Delen et al. (2013) applied CHAID, C5....
[...]
89 citations
86 citations
Cites background from "Measuring firm performance using fi..."
...Support vector machines [8, 9, 10], genetic and evolutionary algorithms [11, 12, 13], artificial neural networks [14, 15, 16, 17, 18], rough sets [19, 20, 21], and decision trees [22, 23] have received much attention and widespread application in the field of finance and more specifically, to the prediction of credit risk, financial distress and corporate bankruptcy....
[...]
79 citations
References
25,020 citations
"Measuring firm performance using fi..." refers background or methods in this paper
...Therefore, the test provided statistical analysis to prove that the matrix has significant correlations among the variables (Field, 2005)....
[...]
...In other words, the amount of variance in each variable that could be explained by the retained factors is represented by the communalities after extraction (Field, 2005)....
[...]
...Eigenvectors prove the loading of a particular variable on a particular factor (Field, 2005)....
[...]
...Though many of these studies are successful in predicting bankruptcy outcomes, they often fall short on identifying and explaining the characteristics that can be used as determinants of the firm performance....
[...]
...Any value close to 1 indicates that the patterns of correlation are compact, and therefore the analysis should result in distinct and reliable factors (Field, 2005)....
[...]
21,694 citations
21,674 citations
Additional excerpts
...0: This was developed by Quinlan (1993)....
[...]
20,196 citations
16,974 citations
"Measuring firm performance using fi..." refers methods in this paper
...It is similar to the C&RT algorithm (Breiman et al., 1984)....
[...]