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Reliability of corporate failure prediction models during periods of intense financial disturbances

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dc.contributor.author Στάικου, Ελένη el
dc.contributor.author Staikou, Eleni en
dc.date.accessioned 2023-05-12T07:58:01Z
dc.date.available 2023-05-12T07:58:01Z
dc.identifier.uri https://dspace.lib.ntua.gr/xmlui/handle/123456789/57682
dc.identifier.uri http://dx.doi.org/10.26240/heal.ntua.25379
dc.rights Default License
dc.subject Εταιρική αποτυχία el
dc.subject Πρόβλεψη el
dc.subject Πτώχευση el
dc.subject Πολυμεταβλητή Διακριτική Ανάλυση el
dc.subject Χρηματοοικονομικοί Αριθμοδείκτες el
dc.subject Corporate Failure en
dc.subject Z-score en
dc.subject Prediction en
dc.subject Multivariate Discriminant Analysis en
dc.subject Bankruptcy en
dc.title Reliability of corporate failure prediction models during periods of intense financial disturbances en
dc.title Η αξιοπιστία των υποδειγμάτων πρόβλεψης της εταιρικής αποτυχίας σε περιόδους έντονων οικονομικών διαταραχών el
heal.type masterThesis
heal.classification Mathematics, Economics en
heal.classification Μαθηματικά, Χρηματοοικονομικά el
heal.access free
heal.recordProvider ntua el
heal.publicationDate 2020-05-11
heal.abstract The study entitled “Reliability of corporate failure prediction models during periods of intense financial disturbances”, is the diploma thesis of Staikou Eleni and was conducted for the purpose of the Interdisciplinary Postgraduate Specialization Programme, in the specialty of Financial Engineering, with the title “Mathematical Modeling in Modern Technologies and Financial Engineering”, organized by the School of Applied Mathematics and Physical Sciences of the National Technical University of Athens. The purpose of this thesis was to create a model which would predict corporate failure and was based on Multivariate Discriminant Analysis. The data sample which was used, derived from Greek companies listed on the Athens Stock Exchange during the period 2005-2018. Through the officially published financial statements, various financial ratios were calculated and their simultaneous combination, revealed useful financial characteristics between bankrupt and non-bankrupt companies. The analysis was performed via the statistical programme SPSS and a discriminant function was created which included as independent variables these ratios which provided the highest discrimination ability. Through that function, we were able to predict corporate failure, fours year prior to bankruptcy. Early acknowledgement of warning signs of bankruptcy is a very useful tool for the companies as it gives the opportunity to management of evaluating the financial state of a company at any moment so that the necessary corrective actions can be made under the possibility of bankruptcy. en
heal.advisorName Ντόκας, Ιωάννης el
heal.committeeMemberName Tsironi, Theofania en
heal.committeeMemberName Karakizi, Christina en
heal.academicPublisher Εθνικό Μετσόβιο Πολυτεχνείο. Σχολή Εφαρμοσμένων Μαθηματικών και Φυσικών Επιστημών el
heal.academicPublisherID ntua
heal.fullTextAvailability false
heal.fullTextAvailability false


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