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Predicción del fracaso empresarial. Una contribución a la síntesis de una teoría mediante el análisis comparativo de distintas técnicas de predicción

Author

Listed:
  • Pablo de Llano Monelos
  • Carlos Piñeiro Sánchez
  • Manuel Rodríguez López

Abstract

Este artículo ofrece un análisis comparativo de la eficacia de ocho métodos de pronóstico populares: univariante, regresiones lineal, discriminante y logit, particionamiento recursivo, rough sets, redes neuronales artificiales, y DEA. Nuestros objetivos son: aclarar el equilibrio complejidad-efectividad de cada metodología; identificar un subconjunto de variables como predictores significativos independientemente de la metodología; y discutir y relacionar estos hallazgos con la teoría financiera, para ayudar a consolidar las bases de una teoría del fallo financiero. Nuestros resultados indican que, cualquiera que sea la metodología, se pueden emitir predicciones fiables usando cuatro variables, que contienen información acerca de rentabilidad, estructura financiera, rotación, y flujos de caja.

Suggested Citation

  • Pablo de Llano Monelos & Carlos Piñeiro Sánchez & Manuel Rodríguez López, 2016. "Predicción del fracaso empresarial. Una contribución a la síntesis de una teoría mediante el análisis comparativo de distintas técnicas de predicción," Estudios de Economia, University of Chile, Department of Economics, vol. 43(2 Year 20), pages 163-198, December.
    • Handle: RePEc:udc:esteco:v:43:y:2016:i:2:p:163-198
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    More about this item

    Keywords

    Financial failure forecast; multivariate methods; artificial intelligence; machine learning;
    All these keywords.

    JEL classification:

    • G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
    • M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting

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