IES Management College And Research Centre

Bankruptcy prediction models for NSE-Listed firms: A comparative analysis (Record no. 55007)

MARC details
000 -LEADER
fixed length control field 01960nam a2200217 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240706150223.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240706b |||||||| |||| 00| 0 eng d
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Uma Maheshwari B, Kavitha D. Sujatha R., Abinaya R and Abhirami B
9 (RLIN) 39040
245 ## - TITLE STATEMENT
Title Bankruptcy prediction models for NSE-Listed firms: A comparative analysis
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Hyderabad
Name of publisher, distributor, etc IUP Publications
Date of publication, distribution, etc December 2023
300 ## - PHYSICAL DESCRIPTION
Extent 5-22
520 ## - SUMMARY, ETC.
Summary, etc According to the Insolvency and Bankruptcy Board of India, the number of companies filing for insolvency witnessed a 30.29% jump to 3,312 in the fourth quarter of 2019. The increasing rate of company failures has prompted efforts to provide better measures to predict bankruptcy well in advance. The objective of the current study is to predict the bankruptcy of firms listed on the National Stock Exchange (NSE) using the data for three years prior to bankruptcy. The data consists of financial variables (categorized into profitability, solvency, liquidity, and activity ratios) and non-financial macroeconomic variables. To achieve this objective, the study uses predictive models such as Altman Z-score, logistic regression, support vector machine (SVM), ensemble methods, artificial neural networks, etc. It also compares the accuracy with performance measures to find the best model for the prediction of financial distress in Indian firms. The findings suggest that logistic regression model has relatively higher (96%) bankruptcy prediction ability, and SVM has the highest model accuracy of 88.54% and demonstrates great ability in predicting healthy companies.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Bankruptcy
9 (RLIN) 28181
Topical term or geographic name as entry element Artificial neural networks
9 (RLIN) 39041
Topical term or geographic name as entry element Prediction models
9 (RLIN) 39042
Topical term or geographic name as entry element Support vector machines
9 (RLIN) 39043
Topical term or geographic name as entry element Comparative studies
9 (RLIN) 39044
773 0# - HOST ITEM ENTRY
Host Biblionumber 30419
Host Itemnumber 83754
Main entry heading MURTHY, E N
Place, publisher, and date of publication IUP PUBLICATION HYDEARABAD
Other item identifier 55514269
Title FINANCIAL RISK MANAGEMENT
International Standard Serial Number 0972-916X
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Journals and Periodicals
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from
    Dewey Decimal Classification     Main Library Main Library 06/07/2024   55514269/JA1/Fin 55514269/JA1 06/07/2024 06/07/2024

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