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Predicting financial distress of JSE-Listed companies using Bayesian networks
This study aims to test the suitability of using Bayesian probabilistic models to predict bankruptcy of JSE-listed companies. A sample of 132 companies is considered with fourteen years of financial statement information and macroeconomic indicators used as predictor variables. Various permutations...
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| Format: | Thesis |
| Language: | English |
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Division of Actuarial Science
2016
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