FINANCIAL DISTRESS PREDICTION OF COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE WITH USING OF NAIVA BAYESIAN NETWORK AND ITS COMPARISON WITH DATA ENVELOPMENT ANALYSIS

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ESMAEILZADEH MOGHERI ALI; SHAKERI HAJAR

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2015 | Volume:6 | Issue:22 Page(s): 1-27

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Title

FINANCIAL DISTRESS PREDICTION OF COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE WITH USING OF NAIVA BAYESIAN NETWORK AND ITS COMPARISON WITH DATA ENVELOPMENT ANALYSIS

Author(s)

ESMAEILZADEH MOGHERI ALI | SHAKERI HAJAR | Issue Writer Certificate

Keywords

FINANCIAL DISTRESSQ2

STOCK EXCHANGEQ2

DEAQ2

NAIVA BAYESIAN NETWORKQ2

Abstract

In this research, two different models of prediction, NAIVA BAYESIAN NETWORK of expert systems and mode Intelligence method DEA (Data Envelopment Analysis) as one of the operations research methods, applied for FINANCIAL DISTRESS predicting accepted companies in Tehran STOCK EXCHANGE which were active in 2010 to 2012 period. Results showed that two models designed have ability to predict FINANCIAL DISTRESS before two years of occurrence for accepted companies in Tehran STOCK EXCHANGE. Also, total precision predicting of two different models with each other compared with paired sample t test and there were no significant difference among total precision of two models with each other in FINANCIAL DISTRESS year and one or two years before it. Although, comparing total precision two models with each other in verified years (t-2, t-1, t) showed no significant difference but, total precision of predicting model NAIVA BAYESIAN NETWORK in all of investigated years were more than DEA model, thus, this NAIVA BAYESIAN NETWORK model can be used with more confidence for predicting FINANCIAL DISTRESS.

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APA: Copy

ESMAEILZADEH MOGHERI, ALI, & SHAKERI, HAJAR. (2015). FINANCIAL DISTRESS PREDICTION OF COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE WITH USING OF NAIVA BAYESIAN NETWORK AND ITS COMPARISON WITH DATA ENVELOPMENT ANALYSIS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 6(22), 1-27. SID. https://sid.ir/paper/197601/en

Vancouver: Copy

ESMAEILZADEH MOGHERI ALI, SHAKERI HAJAR. FINANCIAL DISTRESS PREDICTION OF COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE WITH USING OF NAIVA BAYESIAN NETWORK AND ITS COMPARISON WITH DATA ENVELOPMENT ANALYSIS. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2015;6(22):1-27. Available from: https://sid.ir/paper/197601/en

IEEE: Copy

ALI ESMAEILZADEH MOGHERI, and HAJAR SHAKERI, “FINANCIAL DISTRESS PREDICTION OF COMPANIES ACCEPTED IN TEHRAN STOCK EXCHANGE WITH USING OF NAIVA BAYESIAN NETWORK AND ITS COMPARISON WITH DATA ENVELOPMENT ANALYSIS,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 6, no. 22, pp. 1–27, 2015, [Online]. Available: https://sid.ir/paper/197601/en

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