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2021-05-26 - Colloque/Article dans les actes avec comité de lecture - Anglais - page(s)

Cultrera Loredana , Vermeylen Guillaume , "An Evaluation of Selection Techniques for Bankruptcy Prediction Models: Analysis of the Position in the Global Value Chain" in MIRDEC - GLOBECOS 4th International Academic Conference Contemporary Issues and Social Science Studies, 978-605-74781-1-5, 12, Rome, Italie, 2021

  • Codes CREF : Gestion financière (DI4361), Economie de l'entreprise (DI4322)
  • Unités de recherche UMONS : Finance (W751), Finances publiques et Fiscalité (W765)
  • Instituts UMONS : Institut des Sciences et du Management des Risques (Risques), Institut de Recherche en Développement Humain et des Organisations (HumanOrg)

Abstract(s) :

(Anglais) This study introduces a comparison analysis in the application of statistical and artificial intelligent techniques to solve the bankruptcy prediction problem faced by small and medium size firms. Relying on a comprehensive bankruptcy database of 7,104 Belgian SMEs, we show that intelligent techniques yield superior prediction performance when predicting bankruptcy. Interestingly, our empirical results are sensible to the position of the firm in the global value chain (GVC), with prediction performance of key variables being lowered for firms behaving upstream in the production process, providing support to upward contagion effects of bankruptcy along the GVC.