bnRep (version 0.0.3)

bankruptcy: bankruptcy Bayesian Network

Description

Using Bayesian networks for bankruptcy prediction: Some methodological issues.

Value

An object of class bn.fit. Refer to the documentation of bnlearn for details.

Format

A discrete Bayesian network for bankruptcy prediction. Probabilities were given within the referenced paper. The vertices are:

BankruptcyStatus

(FALSE, TRUE);

AuditorsOpinion

(FALSE, TRUE);

StockReturn

(Low, Medium, High);

NetIncomeRate

(Low, Medium, High);

IndustryFailureRate

(Low, Medium, High);

MarketableSecurities

(Low, Medium, High);

FirmSize

(Low, Medium, High);

NetIncomeNegative

(FALSE, TRUE);

CashAssets

(Low, Medium, High);

References

Sun, L., & Shenoy, P. P. (2007). Using Bayesian networks for bankruptcy prediction: Some methodological issues. European Journal of Operational Research, 180(2), 738-753.