Cover Image

Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm

This paper provides operational guidance for validating Naïve Bayes model for bankruptcy prediction. First, researcher suggests heuristic methods that guide the selection of bankruptcy potential variables. Correlations analyses were used to eliminate variables that provide little or no additional in...

Full description

Saved in:
Bibliographic Details
Main Author: Muhammad Zuhairi, Abd Hamid
Format: Thesis
Language:English
English
Published: 2014
Subjects:
HG Finance
T Technology (General)
Online Access:https://etd.uum.edu.my/4708/1/s812905.pdf
https://etd.uum.edu.my/4708/2/s812905_abstract.pdf
https://etd.uum.edu.my/4708/
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.uum.etd.4708
record_format eprints
spelling my.uum.etd.47082022-08-03T01:59:38Z https://etd.uum.edu.my/4708/ Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm Muhammad Zuhairi, Abd Hamid HG Finance T Technology (General) This paper provides operational guidance for validating Naïve Bayes model for bankruptcy prediction. First, researcher suggests heuristic methods that guide the selection of bankruptcy potential variables. Correlations analyses were used to eliminate variables that provide little or no additional information beyond that subsumed by the remaining variables. A Naïve Bayes model was developed using the proposed heuristic method and it performed well based on logistic regression, which is used for validation analysis. The developed Naïve Bayes model consists of three first-order variables and seven second-order variables. The results show that the model's performance is best when the method of enter is used in logistic regression which is percentage of correct is 90%. Finally, the results of this study could also be applicable to businesses and investors in decision making, besides validating bankruptcy prediction. 2014 Thesis NonPeerReviewed text en https://etd.uum.edu.my/4708/1/s812905.pdf text en https://etd.uum.edu.my/4708/2/s812905_abstract.pdf Muhammad Zuhairi, Abd Hamid (2014) Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm. Masters thesis, Universiti Utara Malaysia.
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Electronic Theses
url_provider http://etd.uum.edu.my/
language English
English
topic HG Finance
T Technology (General)
spellingShingle HG Finance
T Technology (General)
Muhammad Zuhairi, Abd Hamid
Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm
description This paper provides operational guidance for validating Naïve Bayes model for bankruptcy prediction. First, researcher suggests heuristic methods that guide the selection of bankruptcy potential variables. Correlations analyses were used to eliminate variables that provide little or no additional information beyond that subsumed by the remaining variables. A Naïve Bayes model was developed using the proposed heuristic method and it performed well based on logistic regression, which is used for validation analysis. The developed Naïve Bayes model consists of three first-order variables and seven second-order variables. The results show that the model's performance is best when the method of enter is used in logistic regression which is percentage of correct is 90%. Finally, the results of this study could also be applicable to businesses and investors in decision making, besides validating bankruptcy prediction.
format Thesis
author Muhammad Zuhairi, Abd Hamid
author_facet Muhammad Zuhairi, Abd Hamid
author_sort Muhammad Zuhairi, Abd Hamid
title Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm
title_short Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm
title_full Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm
title_fullStr Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm
title_full_unstemmed Validating bankruptcy prediction by using Bayesian network model: A case from Malaysian firm
title_sort validating bankruptcy prediction by using bayesian network model: a case from malaysian firm
publishDate 2014
url https://etd.uum.edu.my/4708/1/s812905.pdf
https://etd.uum.edu.my/4708/2/s812905_abstract.pdf
https://etd.uum.edu.my/4708/
_version_ 1740828423503216640
score 13.211869

Similar Items