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This study aims to find the optimal default prediction model for Slovak companies. As a partial objective, the accuracy of the 49 individual ratios as well as the 17 most established comprehensive default prediction models used through the default prediction history were compared. The dataset to compare and create your own model consists of more than 300,000 individual observations for each variable in the years 2003 – 2012. The methodology used to compare ratios and models includes Receiver Operating Curves (ROCs) and from which the Area Under Curve (AUC) indicator is derived.
Subject(s): Business Economy / Management, Evaluation research, Accounting – Business Administration
Published by: Masarykova univerzita
Keywords: default prediction; default indicators; logistic regression; areas under ROC;
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