Systematic review of bankruptcy prediction models: Towards a framework for tool selection

作者:

Highlights:

• No single tool satisfies all criteria required in bankruptcy prediction.

• A framework for tool selection based on priority criteria is proposed.

• Support vector machine performs well on small sample sizes in bankruptcy prediction.

摘要

•No single tool satisfies all criteria required in bankruptcy prediction.•A framework for tool selection based on priority criteria is proposed.•Support vector machine performs well on small sample sizes in bankruptcy prediction.

论文关键词:Bankruptcy prediction tools,Financial ratios,Error types,Systematic review,Tool selection framework,Artificial intelligence tools,Statistical tools

论文评审过程:Received 14 November 2016, Revised 15 October 2017, Accepted 15 October 2017, Available online 26 October 2017, Version of Record 5 November 2017.

论文官网地址:https://doi.org/10.1016/j.eswa.2017.10.040