Abstract
There has been increasing interest in risk scoring and bankruptcy prediction in recent years. Most of the current proposals analyse a set of parameters to classify companies as either active or default. What banks really need, however, is to be able to predict the probability of bankruptcy occurring in the future. Current approaches do not enable a deeper analysis to estimate the direction of a company as the parameters under study evolve. This article proposes a system for the Bankruptcy Scenario Query (B-SQ) which is based on association rules to allow users to conduct “What if...?” queries, and obtain as a response what usually happens under similar scenarios with the corresponding probability of it occurring.
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Notes
- 1.
URL: https://www.axesor.com.
- 2.
Axesor assigns a code to each company in the database.
- 3.
URL: http://www.cnae.com.es/.
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Acknowledgements
This research is partially funded by Spanish Ministry of Economy and Competitiveness and the European Regional Development Fund (FEDER) under project TIN2014-58227-P Descripción lingüística de información visual mediante técnicas de minería de datos y computación flexible. and project TIC1582 Mejora de la Accesibilidad a la información mediante el uso de contextos e interprtaciones adaptadas al usuario of the Junta de Andalucia (Spain).
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Molina, C., Prados-Suárez, B., Cortes-Romero, A. (2017). Bankruptcy Scenario Query: B-SQ. In: Moral, S., Pivert, O., Sánchez, D., Marín, N. (eds) Scalable Uncertainty Management. SUM 2017. Lecture Notes in Computer Science(), vol 10564. Springer, Cham. https://doi.org/10.1007/978-3-319-67582-4_21
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