지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2023.8
- 수록면
- 1,003 - 1,012 (10page)
- DOI
- 10.9717/kmms.2023.26.8.1003
이용수
초록· 키워드
오류제보하기
In the past, research related to corporate bankruptcy has primarily conducted empirical analyses through bankruptcy prediction models using financial ratios. However, with the advancement of ICT technology, there has been a growing trend in applying artificial intelligence. In this study, both traditional corporate bankruptcy prediction methodologies and machine learning and deep learning methodologies from the field of deep learning were applied to present the results of corporate bankruptcy prediction models and their predictive power. The dataset used included corporate characteristics, including financial ratios and non-financial information, as well as macroeconomic indicators to account for economic conditions. Five models, SVM, RF, DNN, CNN, and LSTM, were designated, and the model reliability and prediction accuracy for each model were analyzed. The LSTM model demonstrated superior performance and the highest prediction accuracy among the models. When comparing different approaches using only financial ratios (Set 1), using financial ratios and corporate characteristics together (Set 2), and incorporating financial ratios, corporate characteristics, and macroeconomic indicators (Set 3), which included all of these factors, consistently exhibited the highest model reliability and prediction accuracy.
목차
ABSTRACT
1. 서론
2. 관련 연구
3. 기업부도 연구방법
4. 실증분석 및 연구결과
5. 결론
REFERENCE
참고문헌 (19)
참고문헌 신청
F. Black and M. Scholes, “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy, Vol. 81, No. 3, pp. 637-654, 1973.
W.H. Beaver, “Financial Ratios as Predictors of Failure,” Journal of Accounting Research, Vol. 4, Empirical Research in Accounting : Selected Studies, pp. 71-111, 1966.
E. Altman, “Financial Ratios, Discriminant Analysis and Prediction of Corporate Bankruptcy,” Journal of Finance, Vol. 23, No. 4, pp. 589-609, 1968.
C.H. Won and J.G. Choi, “Option-type Default Forecasting Model of a Firm Incorporating Debt Structure, and Credit Risk,” The Korean Journal of Financial Management, Vol. 23, No. 2, pp. 209-237, 2006.
S.K. Oh, S.Y. Choi, and K.N. Park, “Structural Credit Risk Model Incorporating the First Hitting Condition of Random Default Barrier,” The Korean Journal of Financial Management, Vol. 32, No. 4, pp. 23-51, 2015.
W.H. Beaver, “Financial Ratios as Predictors of Failure,” Journal of Accounting Research, Vol. 4, Empirical Research in Accounting : Selected Studies, pp. 71-111, 1966.
E. Altman, “Financial Ratios, Discriminant Analysis and Prediction of Corporate Bankruptcy,” Journal of Finance, Vol. 23, No. 4, pp. 589-609, 1968.
C.H. Won and J.G. Choi, “Option-type Default Forecasting Model of a Firm Incorporating Debt Structure, and Credit Risk,” The Korean Journal of Financial Management, Vol. 23, No. 2, pp. 209-237, 2006.
S.K. Oh, S.Y. Choi, and K.N. Park, “Structural Credit Risk Model Incorporating the First Hitting Condition of Random Default Barrier,” The Korean Journal of Financial Management, Vol. 32, No. 4, pp. 23-51, 2015.
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