Prediction of a financial crisis in Latin American companies using the mixed logistic regression model

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Fil: Giampaoli, Viviana. University of São Paulo. Department of Statistics; Brasil.

Detalles Bibliográficos
Autores principales: Simões de Araujo, Luiz J., Giampaoli, Viviana, Tamura, Karin A., Caro, Norma P.
Formato: publishedVersion article
Lenguaje:Inglés
Publicado: 2022
Materias:
Prediction
Logistic mixed model
Financial crisis
Acceso en línea:http://hdl.handle.net/11086/25188
Aporte de:
Repositorio Digital Universitario (UNC) de Universidad Nacional de Córdoba
id I10-R141-11086-25188
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spelling I10-R141-11086-251882024-07-05T15:41:46Z Prediction of a financial crisis in Latin American companies using the mixed logistic regression model Simões de Araujo, Luiz J. Giampaoli, Viviana Tamura, Karin A. Caro, Norma P. Prediction Logistic mixed model Financial crisis publishedVersion Fil: Giampaoli, Viviana. University of São Paulo. Department of Statistics; Brasil. Fil: Tamura, Karin A. University of São Paulo. Department of Statistics; Brasil. Fil: Caro, Norma P. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina. Fil: Simões de Araujo, Luiz J. University of São Paulo. Faculty of Economics, Administration and Accounting; Brasil. The development of statistical methods for predicting the financial crisis of a company is a real contribution to scientific research. These methods identify possible adverse financial situations of the companies, through the behavior of their financial indicators. The contribution of this work is to compare the binary classification by different prediction methods of mixed logistic models to predict a future financial crisis in new companies. The results based on an application involving companies from the Argentina, Peru and Chile Stock Exchange showed that all prediction methods were able to predict with high accuracy the financial crisis of the next year. publishedVersion Fil: Giampaoli, Viviana. University of São Paulo. Department of Statistics; Brasil. Fil: Tamura, Karin A. University of São Paulo. Department of Statistics; Brasil. Fil: Caro, Norma P. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina. Fil: Simões de Araujo, Luiz J. University of São Paulo. Faculty of Economics, Administration and Accounting; Brasil. Estadística y Probabilidad 2022-05-19T21:01:34Z 2022-05-19T21:01:34Z 2016 article 0718-7912 http://hdl.handle.net/11086/25188 0718-7920 eng Atribución – No Comercial – Sin Obra Derivada 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ Electrónico y/o Digital
institution Universidad Nacional de Córdoba
institution_str I-10
repository_str R-141
collection Repositorio Digital Universitario (UNC)
language Inglés
topic Prediction
Logistic mixed model
Financial crisis
spellingShingle Prediction
Logistic mixed model
Financial crisis
Simões de Araujo, Luiz J.
Giampaoli, Viviana
Tamura, Karin A.
Caro, Norma P.
Prediction of a financial crisis in Latin American companies using the mixed logistic regression model
topic_facet Prediction
Logistic mixed model
Financial crisis
description Fil: Giampaoli, Viviana. University of São Paulo. Department of Statistics; Brasil.
format publishedVersion
article
author Simões de Araujo, Luiz J.
Giampaoli, Viviana
Tamura, Karin A.
Caro, Norma P.
author_facet Simões de Araujo, Luiz J.
Giampaoli, Viviana
Tamura, Karin A.
Caro, Norma P.
author_sort Simões de Araujo, Luiz J.
title Prediction of a financial crisis in Latin American companies using the mixed logistic regression model
title_short Prediction of a financial crisis in Latin American companies using the mixed logistic regression model
title_full Prediction of a financial crisis in Latin American companies using the mixed logistic regression model
title_fullStr Prediction of a financial crisis in Latin American companies using the mixed logistic regression model
title_full_unstemmed Prediction of a financial crisis in Latin American companies using the mixed logistic regression model
title_sort prediction of a financial crisis in latin american companies using the mixed logistic regression model
publishDate 2022
url http://hdl.handle.net/11086/25188
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AT giampaoliviviana predictionofafinancialcrisisinlatinamericancompaniesusingthemixedlogisticregressionmodel
AT tamurakarina predictionofafinancialcrisisinlatinamericancompaniesusingthemixedlogisticregressionmodel
AT caronormap predictionofafinancialcrisisinlatinamericancompaniesusingthemixedlogisticregressionmodel
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