Analysis and Forecasting of Solvency of Enterprises in Different Sector Profile and Sizes

Student: Ipina Alena

Educational Programme: Business Informatics (Master)

Final Grade: 9

Year of Graduation: 2017

In this work, a logistic regression approach to model the solvency forecast of Russian enterprises is proposed based on financial indicators, taking into account the size of enterprises and their industry affiliation. Significant parameters for the model are selected by analyzing the result of the classification method of decision trees. A comparative analysis is conducted on the predictive accuracy of the models on training and testing samples of IT companies, the manufacturing industry, construction and agricultural industries. In the work an analysis of scenario development for solvent enterprises and bankrupt enterprises is done. The work additionally analyzes the main forecasting model of financial insolvency of enterprises.

Full text (added May 20, 2017)

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