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Regular version of the site

Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Nikolay Lysenko
Ranking in the Prediction of Firm Insolvency
Applied Economics
(Master’s programme)
9
2016
The problem under consideration is the problem of bankruptcy prediction. Private Russian small and medium enterprises are covered by the conducted study and the methods involved are relatively new.

The main result is forecasting algorithms' tuning. Obtained algorithms possess one important property. If a random company that will be liquidated during the next year is chosen and if a random company that will not be liquidated during the next year is also chosen, then the probability with respect to these random choices that the algorithm predicts higher default probability for the first one, is about 3/4.

Scope of the research contains creating a list of the most important from the predictive models' point of view variables as well. It is desirable that such variables are measured, collected and processed more carefully.

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