Full metadata record
DC FieldValueLanguage
dc.contributorDepartment of Computingen_US
dc.creatorTsang, Shu-fung-
dc.identifier.urihttps://theses.lib.polyu.edu.hk/handle/200/4883-
dc.languageEnglishen_US
dc.publisherHong Kong Polytechnic University-
dc.rightsAll rights reserveden_US
dc.titleBankruptcy prediction and credit evaluation for small and medium size enterprises : a neural networks-expert system hybrid approachen_US
dcterms.abstractBankruptcy has long been an issue that arouse great concerns. Altman is one of the pioneers in the study of bankruptcy prediction. He has developed the Z-score model and the Zeta model which are widely adopted by financial institutions for evaluation of financial risk. Altman employed multiple discriminant analysis (MDA) in development of the models. Although Altman's models attain quite good prediction accuracy, the models are not targeted for environment as Hong Kong where significant proportion of the companies are small and medium size enterprises (SMEs). After the introduction of neural networks (NN), many researches have been conducted which aimed at using NN to obtain a better solution. The objective of this study are to develop a NN bankruptcy prediction model for SMEs in Hong Kong. The NN model so developed will be compared with the Altman's models and the MDA result. Finally, a front end expert system prototype for the support of loan application for financial institutions will be developed.en_US
dcterms.extent153, [50] leaves : ill. ; 30 cmen_US
dcterms.isPartOfPolyU Electronic Thesesen_US
dcterms.issued1998en_US
dcterms.educationalLevelAll Masteren_US
dcterms.educationalLevelM.Sc.en_US
dcterms.LCSHHong Kong Polytechnic University -- Dissertationsen_US
dcterms.LCSHSmall business -- China -- Hong Kongen_US
dcterms.LCSHBankruptcy -- Forecasting -- Mathematical modelsen_US
dcterms.LCSHBusiness failures -- Forecasting -- Mathematical modelsen_US
dcterms.LCSHCredit ratings -- China -- Hong Kongen_US
dcterms.LCSHNeural networks (Computer science) -- Mathematical modelsen_US
dcterms.accessRightsrestricted accessen_US

Files in This Item:
File Description SizeFormat 
b14391569.pdfFor All Users (off-campus access for PolyU Staff & Students only)5.85 MBAdobe PDFView/Open


Copyright Undertaking

As a bona fide Library user, I declare that:

  1. I will abide by the rules and legal ordinances governing copyright regarding the use of the Database.
  2. I will use the Database for the purpose of my research or private study only and not for circulation or further reproduction or any other purpose.
  3. I agree to indemnify and hold the University harmless from and against any loss, damage, cost, liability or expenses arising from copyright infringement or unauthorized usage.

By downloading any item(s) listed above, you acknowledge that you have read and understood the copyright undertaking as stated above, and agree to be bound by all of its terms.

Show simple item record

Please use this identifier to cite or link to this item: https://theses.lib.polyu.edu.hk/handle/200/4883