bankruptcy {bnRep} | R Documentation |
bankruptcy Bayesian Network
Description
Using Bayesian networks for bankruptcy prediction: Some methodological issues.
Format
A discrete Bayesian network for bankruptcy prediction. Probabilities were given within the referenced paper. The vertices are:
- BankruptcyStatus
(FALSE, TRUE);
- AuditorsOpinion
(FALSE, TRUE);
- StockReturn
(Low, Medium, High);
- NetIncomeRate
(Low, Medium, High);
- IndustryFailureRate
(Low, Medium, High);
- MarketableSecurities
(Low, Medium, High);
- FirmSize
(Low, Medium, High);
- NetIncomeNegative
(FALSE, TRUE);
- CashAssets
(Low, Medium, High);
Value
An object of class bn.fit
. Refer to the documentation of bnlearn
for details.
References
Sun, L., & Shenoy, P. P. (2007). Using Bayesian networks for bankruptcy prediction: Some methodological issues. European Journal of Operational Research, 180(2), 738-753.
[Package bnRep version 0.0.1 Index]