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Inicio  /  Nova Economia  /  Núm: v. 15 n Par: 0 (2005)  /  Artículo
ARTÍCULO
TITULO

A comparison of corporate distress prediction models in Brazil: hybrid neural networks, logit models and discriminant analysis

Juliana Yim    
Heather Mitchell    

Resumen

O presente artigo analisa o desempenho das redes neurais híbridas para prever falência de empresas no Brasil. Esta nova técnica foi comparada com modelos estatísticos tradicionais. Os resultados sugerem que as redes neurais híbridas são superiores as técnicas estatísticas um ano antes do evento. Isto sugere que para pesquisadores, políticos e outros interessados em ?early warning systems?, redes neurais híbridas podem ser uma poderosa alternativa para prever falência de empresas.

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