Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines

Bankruptcy describes the condition in which a business cannot repay their outstanding debts, which forces them to follow legal and financial liquidation processes where many of the companyþs assets are used to repay a portion of their liabilities. Bankruptcies incur severe consequences to shareholde...

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Autores:
Arango Giraldo, Jacobo
Tipo de recurso:
Trabajo de grado de pregrado
Fecha de publicación:
2019
Institución:
Universidad de los Andes
Repositorio:
Séneca: repositorio Uniandes
Idioma:
eng
OAI Identifier:
oai:repositorio.uniandes.edu.co:1992/45270
Acceso en línea:
http://hdl.handle.net/1992/45270
Palabra clave:
Quiebra
Análisis de regresión
Aprendizaje automático (Inteligencia artificial)
Ingeniería
Rights
openAccess
License
https://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdf
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spelling Al consultar y hacer uso de este recurso, está aceptando las condiciones de uso establecidas por los autores.https://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdfinfo:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Caro Rincón, Carlos Andrésvirtual::10096-1Arango Giraldo, Jacobo3f9a56bc-874c-4346-bf95-b822a55ba7035002020-09-03T15:55:14Z2020-09-03T15:55:14Z2019http://hdl.handle.net/1992/45270u827234.pdfinstname:Universidad de los Andesreponame:Repositorio Institucional Sénecarepourl:https://repositorio.uniandes.edu.co/Bankruptcy describes the condition in which a business cannot repay their outstanding debts, which forces them to follow legal and financial liquidation processes where many of the companyþs assets are used to repay a portion of their liabilities. Bankruptcies incur severe consequences to shareholders, creditors, and employees. Advanced statistics and machine learning techniques have been used in the past years to predict many business failure cases. Such models have been of great use for investors, creditors, auditors, banks and government policymakers. In this study, logistic regression and support vector machine models have been carried out with the aim of predicting the financial distress risk of firms belonging to the construction industry in Colombia, one-year prior of its occurrence."Bancarrota se refiere a la condición en la cual las empresas no puede pagar sus deudas, lo que las obliga a seguir procesos de liquidación legales y financieros en los que muchos de sus activos se utilizan para pagar una parte de sus pasivos. Los efectos de bancarrota pueden llegar a afectar a accionistas, acreedores y empleados. Estadísticas avanzadas y técnicas de aprendizaje automático se han ido utilizado en los últimos años para predecir casos de fracaso empresarial. Dichos modelos han sido de gran utilidad para inversionistas, acreedores, auditores, bancos y legisladores gubernamentales. En este estudio, se implementaron modelos de regresión logística y máquinas de soporte vectorial con el objetivo de predecir el riesgo de caer en fragilidad financiera para empresas pertenecientes al sector de infraestructura en Colombia."--Tomado del Formato de Documento de Grado.Ingeniero IndustrialPregrado12 hojasapplication/pdfengUniversidad de los AndesIngeniería IndustrialFacultad de IngenieríaDepartamento de Ingeniería Industrialinstname:Universidad de los Andesreponame:Repositorio Institucional SénecaFinancial distress prediction in colombian infrastructure firms using logistic regression and support vector machinesTrabajo de grado - Pregradoinfo:eu-repo/semantics/bachelorThesishttp://purl.org/coar/resource_type/c_7a1fhttp://purl.org/coar/version/c_970fb48d4fbd8a85Texthttp://purl.org/redcol/resource_type/TPQuiebraAnálisis de regresiónAprendizaje automático (Inteligencia artificial)IngenieríaPublication5afcfb52-e7bd-4bf9-8dae-754ce35e391evirtual::10096-15afcfb52-e7bd-4bf9-8dae-754ce35e391evirtual::10096-1TEXTu827234.pdf.txtu827234.pdf.txtExtracted texttext/plain33714https://repositorio.uniandes.edu.co/bitstreams/df287185-fdde-4347-b7c2-681548efb821/download4f2fc6f91cb89756fbc841d9ff81dc60MD54THUMBNAILu827234.pdf.jpgu827234.pdf.jpgIM Thumbnailimage/jpeg9860https://repositorio.uniandes.edu.co/bitstreams/4162f56e-a19d-4d4e-9265-1a9b360802e7/download5c97128ba6eca866f61683748b01789cMD55ORIGINALu827234.pdfapplication/pdf371215https://repositorio.uniandes.edu.co/bitstreams/be2edf31-6e25-4d71-b78c-73758c65fc32/download1dead8efb4d15ddc28d1330bb841e4a3MD511992/45270oai:repositorio.uniandes.edu.co:1992/452702024-03-13 14:06:02.33https://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdfopen.accesshttps://repositorio.uniandes.edu.coRepositorio institucional Sénecaadminrepositorio@uniandes.edu.co
dc.title.es_CO.fl_str_mv Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines
title Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines
spellingShingle Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines
Quiebra
Análisis de regresión
Aprendizaje automático (Inteligencia artificial)
Ingeniería
title_short Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines
title_full Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines
title_fullStr Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines
title_full_unstemmed Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines
title_sort Financial distress prediction in colombian infrastructure firms using logistic regression and support vector machines
dc.creator.fl_str_mv Arango Giraldo, Jacobo
dc.contributor.advisor.none.fl_str_mv Caro Rincón, Carlos Andrés
dc.contributor.author.none.fl_str_mv Arango Giraldo, Jacobo
dc.subject.armarc.es_CO.fl_str_mv Quiebra
Análisis de regresión
Aprendizaje automático (Inteligencia artificial)
topic Quiebra
Análisis de regresión
Aprendizaje automático (Inteligencia artificial)
Ingeniería
dc.subject.themes.none.fl_str_mv Ingeniería
description Bankruptcy describes the condition in which a business cannot repay their outstanding debts, which forces them to follow legal and financial liquidation processes where many of the companyþs assets are used to repay a portion of their liabilities. Bankruptcies incur severe consequences to shareholders, creditors, and employees. Advanced statistics and machine learning techniques have been used in the past years to predict many business failure cases. Such models have been of great use for investors, creditors, auditors, banks and government policymakers. In this study, logistic regression and support vector machine models have been carried out with the aim of predicting the financial distress risk of firms belonging to the construction industry in Colombia, one-year prior of its occurrence.
publishDate 2019
dc.date.issued.none.fl_str_mv 2019
dc.date.accessioned.none.fl_str_mv 2020-09-03T15:55:14Z
dc.date.available.none.fl_str_mv 2020-09-03T15:55:14Z
dc.type.spa.fl_str_mv Trabajo de grado - Pregrado
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dc.format.extent.es_CO.fl_str_mv 12 hojas
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dc.publisher.es_CO.fl_str_mv Universidad de los Andes
dc.publisher.program.es_CO.fl_str_mv Ingeniería Industrial
dc.publisher.faculty.es_CO.fl_str_mv Facultad de Ingeniería
dc.publisher.department.es_CO.fl_str_mv Departamento de Ingeniería Industrial
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