Analysis of Bankruptcy using Data Mining Approach

This study involves the development of neural network prediction model to predict the stage of bankruptcy of a company. A total of 367 data was attained from the Registrar of Business and Companies, Kuala Lumpur Stock Exchange (KLSE) and Bank Negara Malaysia (Central Bank of Malaysia). The data was...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Ong, Ai Ping
التنسيق: أطروحة
اللغة:الإنجليزية
الإنجليزية
منشور في: 2009
الموضوعات:
الوصول للمادة أونلاين:https://etd.uum.edu.my/1570/1/Ong_Ai_Ping_%28801972%29_2009.pdf
https://etd.uum.edu.my/1570/2/1.Ong_Ai_Ping_%28801972%29_2009.pdf
https://etd.uum.edu.my/1570/
Abstract Abstract here
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author Ong, Ai Ping
author_facet Ong, Ai Ping
author_sort Ong, Ai Ping
description This study involves the development of neural network prediction model to predict the stage of bankruptcy of a company. A total of 367 data was attained from the Registrar of Business and Companies, Kuala Lumpur Stock Exchange (KLSE) and Bank Negara Malaysia (Central Bank of Malaysia). The data was then analyzed by considering the basic statistics, frequency and cross tabulation in order to get more information about the data. Initially, the data was classified using logistic regression.In addition, it was also trained using neural network in order to obtain the bankruptcy model. The findings show that the most suitable prediction model consist of 12 nodes of input , hidden layer 6 node and one output layer. The generalization performance of the selected model is100%. This methodology should be able to provide some new insight into the type of pattern that exists in the data. Thus, neural network has a great potential in supporting for predicting bankruptcy.
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language English
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spelling oai:etd.uum.edu.my:15702013-07-24T12:12:21Z https://etd.uum.edu.my/1570/ Analysis of Bankruptcy using Data Mining Approach Ong, Ai Ping QA299.6-433 Analysis This study involves the development of neural network prediction model to predict the stage of bankruptcy of a company. A total of 367 data was attained from the Registrar of Business and Companies, Kuala Lumpur Stock Exchange (KLSE) and Bank Negara Malaysia (Central Bank of Malaysia). The data was then analyzed by considering the basic statistics, frequency and cross tabulation in order to get more information about the data. Initially, the data was classified using logistic regression.In addition, it was also trained using neural network in order to obtain the bankruptcy model. The findings show that the most suitable prediction model consist of 12 nodes of input , hidden layer 6 node and one output layer. The generalization performance of the selected model is100%. This methodology should be able to provide some new insight into the type of pattern that exists in the data. Thus, neural network has a great potential in supporting for predicting bankruptcy. 2009 Thesis NonPeerReviewed application/pdf en https://etd.uum.edu.my/1570/1/Ong_Ai_Ping_%28801972%29_2009.pdf application/pdf en https://etd.uum.edu.my/1570/2/1.Ong_Ai_Ping_%28801972%29_2009.pdf Ong, Ai Ping (2009) Analysis of Bankruptcy using Data Mining Approach. Masters thesis, Universiti Utara Malaysia.
spellingShingle QA299.6-433 Analysis
Ong, Ai Ping
Analysis of Bankruptcy using Data Mining Approach
thesis_level Master
title Analysis of Bankruptcy using Data Mining Approach
title_full Analysis of Bankruptcy using Data Mining Approach
title_fullStr Analysis of Bankruptcy using Data Mining Approach
title_full_unstemmed Analysis of Bankruptcy using Data Mining Approach
title_short Analysis of Bankruptcy using Data Mining Approach
title_sort analysis of bankruptcy using data mining approach
topic QA299.6-433 Analysis
url https://etd.uum.edu.my/1570/1/Ong_Ai_Ping_%28801972%29_2009.pdf
https://etd.uum.edu.my/1570/2/1.Ong_Ai_Ping_%28801972%29_2009.pdf
https://etd.uum.edu.my/1570/
work_keys_str_mv AT ongaiping analysisofbankruptcyusingdataminingapproach