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FUZZY ECONOMIC REVIEW

ISSN (print) 1136-0593 · ISSN (online) 2445-4192

Volume XX, Number 1. May 2015

ROUGH SETS AND DISCRIMINANT ANALYSIS TECHNIQUES FOR BUSINESS DEFAULT FORECASTING

José David Cabedo. Department of Finance and Accounting, Universitat Jaume I

José Miguel Tirado. Department of Finance and Accounting, Universitat Jaume I

One area for the application of rough sets theory is business failure prediction. Taking a set of financial ratios as the starting point, the decision rules generated from the in-the-sample set of companies can be used to forecast the default/healthy situation of the out-of-the-sample set companies. Some companies, however, cannot…
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FUZZY SIMILARITY AND COUNTERFACTUALS IN THE ASSESSMENT OF DEFAULT RISK: THE EUROZONE CRISIS AND THE ARGENTINEAN SOLUTION

Jorge Pazzi. Economics Department, Universidad Nacional del Sur, 12 de Octubre y San Juan, (8000) Bahia Blanca, Argentina

Fernando Tohmé. Economics Department, Universidad Nacional del Sur, 12 de Octubre y San Juan, (8000) Bahia Blanca, Argentina

We present an approach, based on the notion of fuzzy similarity, to the comparison of economies under default risk. We run a counterfactual analysis of the perspectives of the most troubled countries in the Eurozone compared with Argentina in 2001. This allows us to assess the possibility that these economies…
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ANALYSIS OF RECOMMENDATIONS ABOUT EXPECTED PRICES OF IBEX 35 USING FUZZY NUMBERS

Mario Ravioli. Department of Business Management. Faculty of Business and Economics. Universitat Rovira i Virgili

Laura Fabregat-Aibar. Department of Business Management. Faculty of Business and Economics. Universitat Rovira i Virgili

Predicting the trend of prices of shares is a recurring theme in the financial literature. The predictability allows us to anticipate market movements and therefore to generate higher returns than the market average. Much of the Economics and Finance media include expert predictions on the evolution of prices, at least…
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HOW DO DIFFERENT TIME SPANS AFFECT THE PREDICTION ACCURACY OF BUSINESS FAILURE?

X. Càmara-Turull. Department of Business Management. Faculty of Business and Economics. Universitat Rovira i Virgili

Fernández Izquierdo. Department of Finance and Accounting. Faculty of Law and Economics. Universitat Jaume I

M.T. Sorrosal Forradellas. Department of Business Management. Faculty of Business and Economics. Universitat Rovira i Virgili

The prediction of business failure has been widely studied by many authors. Most of the studies focused on improve the results by applying new methodologies or by using more suitable financial information. This study aims to analyze the impact of the input data timeframe on the prediction accuracy of business…
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