BANKRUPTCY FORECASTING MODEL USING ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (ANFIS)

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VAKILIFARD H.R.; PILEVARI NAZANIN; ZEIDI SAMANEH

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Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2014 | Volume:5 | Issue:18 Page(s): 17-30

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Information Journal Paper

Title

BANKRUPTCY FORECASTING MODEL USING ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (ANFIS)

Author(s)

VAKILIFARD H.R. | PILEVARI NAZANIN | ZEIDI SAMANEH | Issue Writer Certificate

Keywords

ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (ANFIS)Q2

BANKRUPTCY FORECASTINGQ1

FINANCIAL RATIOSQ2

Abstract

One of the most significant threats of a national economy is the bankruptcy of its firms. Assessment of bankruptcy provides valuable information on which governments, investors and shareholders can base their financial decisions in order to prevent possible losses. The aim of this study was to model bankruptcy by using Adaptive Neuro Fuzzy Inference System (ANFIS). Statistical society for performing of this research is companies which were listed at Tehran Stock Exchange since 2001 up to 2010 and according to article 141 of commercial code, including 40 bankrupt companies and 40 non bankrupt companies. These companies were divided randomly in three sets: train set for creating model, test set and check set for validating model. FINANCIAL RATIOS of the companies in the year before bankruptcy were considered as input variables ANFIS. The result of this study points out that percentage of success predictions one year before bankruptcy is 83.75. Finally, according to this study, the ANFIS selection is helpful to predict the financial distress situation for companies which were listed at Tehran Stock Exchange.

Cites

THE EVALUATION OF TEHRAN’S SECURITY EXCHANGE BANKRUPTCY WITH THE USE OF NETWORK DYNAMIC MODEL: A METHOD BASED ON DATA ENVELOPMENT ANALYSIS

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APA: Copy

VAKILIFARD, H.R., PILEVARI, NAZANIN, & ZEIDI, SAMANEH. (2014). BANKRUPTCY FORECASTING MODEL USING ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (ANFIS). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 5(18), 17-30. SID. https://sid.ir/paper/197788/en

Vancouver: Copy

VAKILIFARD H.R., PILEVARI NAZANIN, ZEIDI SAMANEH. BANKRUPTCY FORECASTING MODEL USING ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (ANFIS). FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2014;5(18):17-30. Available from: https://sid.ir/paper/197788/en

IEEE: Copy

H.R. VAKILIFARD, NAZANIN PILEVARI, and SAMANEH ZEIDI, “BANKRUPTCY FORECASTING MODEL USING ADAPTIVE NEURO FUZZY INFERENCE SYSTEM (ANFIS),” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 5, no. 18, pp. 17–30, 2014, [Online]. Available: https://sid.ir/paper/197788/en

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