Financial Distress Prediction with Stacking Ensemble Learning
Previous studies have used financial ratios extensively to build their predictive model of financial distress. The Altman ratio is the most often used to predict, especially in academic studies. However, the Altman ratio is highly dependent on the validity of the data in financial statements, so oth...
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| Main Authors: | , , , |
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| Format: | EJournal Article |
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IndoCEISS in colaboration with Universitas Gadjah Mada, Indonesia.,
2022-07-31.
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| LEADER | 02215 am a22003253u 4500 | ||
|---|---|---|---|
| 001 | IJCSS_76575 | ||
| 042 | |a dc | ||
| 100 | 1 | 0 | |a Hadi, Muhammad Fadhlil |e author |
| 100 | 1 | 0 | |e contributor |
| 700 | 1 | 0 | |a Liang, De-Ron |e author |
| 700 | 1 | 0 | |a Priyambodo, Tri Kuntoro |e author |
| 700 | 1 | 0 | |a SN, Azhari |e author |
| 245 | 0 | 0 | |a Financial Distress Prediction with Stacking Ensemble Learning |
| 260 | |b IndoCEISS in colaboration with Universitas Gadjah Mada, Indonesia., |c 2022-07-31. | ||
| 500 | |a https://jurnal.ugm.ac.id/ijccs/article/view/76575 | ||
| 520 | |a Previous studies have used financial ratios extensively to build their predictive model of financial distress. The Altman ratio is the most often used to predict, especially in academic studies. However, the Altman ratio is highly dependent on the validity of the data in financial statements, so other variables are needed to assess the possibility of manipulation of financial statements. None of the previous studies combined the five Altman Ratios with the Beneish M-Score. We use Stacking Ensemble Learning to classify crisis companies and perform a comprehensive analysis. This insight helps the investment public make lending decisions by mixing all the financial indicator information and assessing it carefully based on long-term and short-term conditions and possible manipulation of financial statements. | ||
| 540 | |a Copyright (c) 2022 IJCCS (Indonesian Journal of Computing and Cybernetics Systems) | ||
| 540 | |a http://creativecommons.org/licenses/by-sa/4.0 | ||
| 546 | |a eng | ||
| 690 | |a Finance; Computer Science | ||
| 690 | |a Altman Ratio; Beneish M-Score; Prediction of Financial Distress; Stacking Ensemble Learning | ||
| 655 | 7 | |a info:eu-repo/semantics/article |2 local | |
| 655 | 7 | |a info:eu-repo/semantics/publishedVersion |2 local | |
| 655 | 7 | |2 local | |
| 786 | 0 | |n IJCCS (Indonesian Journal of Computing and Cybernetics Systems); Vol 16, No 3 (2022): July; 281-290 | |
| 786 | 0 | |n 2460-7258 | |
| 786 | 0 | |n 1978-1520 | |
| 787 | 0 | |n https://jurnal.ugm.ac.id/ijccs/article/view/76575/34377 | |
| 856 | 4 | 1 | |u https://jurnal.ugm.ac.id/ijccs/article/view/76575 |z Get Fulltext |
| 856 | 4 | 1 | |u https://jurnal.ugm.ac.id/ijccs/article/view/76575/34377 |z Get Fulltext |