CFP last date
20 May 2024
Reseach Article

Enterprise Credit Risk Evaluation models: A Review of Current Research Trends

by Ming-chang Lee
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

@article{ 10.5120/6311-8643,
author = { Ming-chang Lee },
title = { Enterprise Credit Risk Evaluation models: A Review of Current Research Trends },
journal = { International Journal of Computer Applications },
issue_date = { April 2012 },
volume = { 44 },
number = { 11 },
month = { April },
year = { 2012 },
issn = { 0975-8887 },
pages = { 37-44 },
numpages = {9},
url = { https://ijcaonline.org/archives/volume44/number11/6311-8643/ },
doi = { 10.5120/6311-8643 },
publisher = {Foundation of Computer Science (FCS), NY, USA},
address = {New York, USA}
}
%0 Journal Article
%1 2024-02-06T20:35:18.553525+05:30
%A Ming-chang Lee
%T Enterprise Credit Risk Evaluation models: A Review of Current Research Trends
%J International Journal of Computer Applications
%@ 0975-8887
%V 44
%N 11
%P 37-44
%D 2012
%I Foundation of Computer Science (FCS), NY, USA
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
  1. <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
Index Terms

Computer Science
Information Sciences

Keywords

Bankruptcy Prediction Financial Distress Corporate Performance Clustering / Prediction Credit Risk Estimation