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Prediction of Bankruptcy of Small to Medium Scale Companies via Semi-Definite Programming
https://doi.org/10.24789/00001240
https://doi.org/10.24789/0000124048835408-5b8b-4041-a1de-c8e9dff35539
名前 / ファイル | ライセンス | アクション |
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本文を見る(PDFファイル) (108.4 kB)
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2012-10-01 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Prediction of Bankruptcy of Small to Medium Scale Companies via Semi-Definite Programming | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
ID登録 | ||||||
ID登録 | 10.24789/00001240 | |||||
ID登録タイプ | JaLC | |||||
著者 |
KONNO, Hiroshi
× KONNO, Hiroshi× KAMAKURA, Toshinari× WATANABE, Norio× KOSHIZUKA, Kazuyuki |
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著者別名 | ||||||
姓名 | 今野, 浩 | |||||
著者別名 | ||||||
姓名 | 鎌倉, 稔成 | |||||
著者別名 | ||||||
姓名 | 渡邉, 則生 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The purpose of this project is to propose a new and practical method for estimating the failure probability of a large number of small to medium scale companies using semi-definite programming approach. Calculation of failure probability plays an essential role for determining an appropriate level of interest rate of the money to be loaned to individual companies. Also, it can be used for failure discriminant analysis, i.e., for classifying companies into failing group and ongoing group during the next period. Estimation of failure probability has a long history since the great depression in the1930’s. One of the most popular methods is to use the rating scores announced by reliable rating institutions such as S&P and Moody’s. Unfortunately, however reliable rating scores are not available for small to medium scale companies, because it is very time consuming and expensive to acquire it. There exists a number of methods for predicting the failure probability of companies using their financial data. Among successful methods are those based upon rating transition matrix. Also, a number of stochastic models of the evolution of the net capital have been proposed for estimating the failure probability. |
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内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 【査読有】 | |||||
書誌情報 |
中央大学理工学研究所論文集 巻 9, p. 51-55, 発行日 2004-03-31 |
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出版者 | ||||||
出版者 | 中央大学理工学研究所 | |||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 1343-0068 | |||||
権利 | ||||||
権利情報 | この資料の著作権は、資料の著作者または学校法人中央大学に帰属します。著作権法が定める私的利用・引用を超える使用を希望される場合には、掲載誌発行部局へお問い合わせください。 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
著者版フラグ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 |