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Strategies & Market Trends : Bankruptcy Predictor Model -- Ignore unavailable to you. Want to Upgrade?

To: Bob Rudd who wrote (426)	9/30/2000 7:22:44 AM
From: Crispin	Read Replies (1) \| Respond to of 477

I just checked. I have Altman 1968, Altman 1983, Castanga and Matolcsy linear, Castanga and Matolcsy Quadratic, plus macnamara duncan and cheng. There are some nice academic papers on all these models in various obscure journals. The quadratic model is very complicated and impossible to really get your head round what is causing the problem. All the others are linear and you can see quite nicely what is happening. (ie debt levels, asset turnover, etc) I've never tried to systematically feed real data in to discover failure prone companies. Crispin edit:C and M quad basic equation (plus preprep) -6.2453-10.695v_2+10.466v_3-9.8824v_4-0.825v_7 +9.622v_10+1.6145v_2^2-3.2968v_2v_3+0.5363v_2v_4 -0.0015v_2v_7-0.2256v_2v_10+1.6473v_3^2-0.2316v_3v_4 -0.0177v_3v_7+0.0552v_3v_10-0.9133v_4^2+0.0594v_4v_7 +3.8704v_4v_10-0.0105v_7^2+0.0488v_7v_10+0.79v_10^2