PREDICTING FINANCIAL DISTRESS OF FIRMS LISTED IN TEHRAN STOCK EXCHANGE USING BAYESIAN NETWORKS

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SAEIDI ALI; AGHAEI AREZOU

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Journal: THE IRANIAN ACCOUNTING AND AUDITING REVIEW Year:2009 | Volume:16 | Issue:56 Page(s): 59-78

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Title

PREDICTING FINANCIAL DISTRESS OF FIRMS LISTED IN TEHRAN STOCK EXCHANGE USING BAYESIAN NETWORKS

Author(s)

SAEIDI ALI | AGHAEI AREZOU | Issue Writer Certificate

Keywords

BANKRUPTCY PREDICTIONQ2

BAYESIAN NETWORKSQ3

LOGISTIC REGRESSIONQ2

DISCRETIZATION OF CONTINUOUS VARIABLESQ3

NAÏVE BAYESQ3

Abstract

Financial distress and bankruptcy of companies may cause the resources to be wasted and the investment opportunities to be faded. BANKRUPTCY PREDICTION by providing warnings can make the companies aware of the occurrence of bankruptcy and financial distress so that they could take appropriate decisions. The aim of this study is to model financial distress prediction of listed companies in Tehran stocks exchange (TSE) using BAYESIAN NETWORKS (BNs). In order to accomplish this aim, two NAÏVE BAYES models and a LOGISTIC REGRESSION model using information of listed companies in Tehran Stock Exchange are developed. The accuracy of the first NAÏVE BAYES model's performance that is based upon conditional correlation is 90% and the accuracy of the second NAÏVE BAYES model that is based upon conditional likelihood is 93% and eventually the accuracy of the LOGISTIC REGRESSION model that is a linier model is 90%.

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APA: Copy

SAEIDI, ALI, & AGHAEI, AREZOU. (2009). PREDICTING FINANCIAL DISTRESS OF FIRMS LISTED IN TEHRAN STOCK EXCHANGE USING BAYESIAN NETWORKS. THE IRANIAN ACCOUNTING AND AUDITING REVIEW, 16(56), 59-78. SID. https://sid.ir/paper/8159/en

Vancouver: Copy

SAEIDI ALI, AGHAEI AREZOU. PREDICTING FINANCIAL DISTRESS OF FIRMS LISTED IN TEHRAN STOCK EXCHANGE USING BAYESIAN NETWORKS. THE IRANIAN ACCOUNTING AND AUDITING REVIEW[Internet]. 2009;16(56):59-78. Available from: https://sid.ir/paper/8159/en

IEEE: Copy

ALI SAEIDI, and AREZOU AGHAEI, “PREDICTING FINANCIAL DISTRESS OF FIRMS LISTED IN TEHRAN STOCK EXCHANGE USING BAYESIAN NETWORKS,” THE IRANIAN ACCOUNTING AND AUDITING REVIEW, vol. 16, no. 56, pp. 59–78, 2009, [Online]. Available: https://sid.ir/paper/8159/en

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