scholarly journals Application of Kalman Filtering in Dynamic Prediction for Corporate Financial Distress

2018 ◽  
Author(s):  
Qian Zhuang
Keyword(s):  
Kalman Filtering ◽  
Financial Distress ◽  
Dynamic Prediction

scholarly journals Dynamic Prediction of Financial Distress Based on Kalman Filtering

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Qian Zhuang ◽  
Lianghua Chen
Keyword(s):  
Kalman Filtering ◽  
Financial Distress ◽  
Process Model ◽  
Manufacturing Industry ◽  
Prediction Models ◽  
Prediction Algorithm ◽  
Dynamic Prediction ◽  
Discriminant Model ◽  
Financial Distress Prediction ◽  
Distress Prediction

The widely used discriminant models currently for financial distress prediction have deficiencies in dynamics. Based on the dynamic nature of corporate financial distress, dynamic prediction models consisting of a process model and a discriminant model, which are used to describe the dynamic process and discriminant rules of financial distress, respectively, is established. The operation of the dynamic prediction is achieved by Kalman filtering algorithm. And a generaln-step-ahead prediction algorithm based on Kalman filtering is deduced in order for prospective prediction. An empirical study for China’s manufacturing industry has been conducted and the results have proved the accuracy and advance of predicting financial distress in such case.

scholarly journals Dynamic prediction of financial distress using Malmquist DEA

2017 ◽  
Vol 80 ◽  
pp. 94-106 ◽  
Author(s):  
Zhiyong Li ◽  
Jonathan Crook ◽  
Galina Andreeva
Keyword(s):  
Financial Distress ◽  
Dynamic Prediction

Dynamic prediction of relative financial distress based on imbalanced data stream: from the view of one industry

2018 ◽  
Vol 21 (4) ◽  
pp. 215-242 ◽  
Author(s):  
Jie Sun ◽  
Mengjie Zhou ◽  
Wenguo Ai ◽  
Hui Li
Keyword(s):  
Financial Distress ◽  
Data Stream ◽  
Imbalanced Data ◽  
Dynamic Prediction

Dynamic prediction of traffic volume through Kalman filtering theory

1984 ◽  
Vol 18 (1) ◽  
pp. 1-11 ◽  
Author(s):  
Iwao Okutani ◽  
Yorgos J. Stephanedes
Keyword(s):  
Kalman Filtering ◽  
Traffic Volume ◽  
Dynamic Prediction ◽  
Filtering Theory

Dynamic financial distress prediction based on Kalman filtering

2014 ◽  
Vol 42 (2) ◽  
pp. 292-308 ◽  
Author(s):  
Xinzhong Bao ◽  
Qiuyan Tao ◽  
Hongyu Fu
Keyword(s):  
Kalman Filtering ◽  
Financial Distress ◽  
Financial Distress Prediction ◽  
Distress Prediction

scholarly journals Dynamic Prediction of Financial Distress Using Malmquist DEA

2015 ◽  
Author(s):  
Zhiyong Li ◽  
Jonathan N. Crook ◽  
Galina Andreeva
Keyword(s):  
Financial Distress ◽  
Dynamic Prediction
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