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Predicción de la insolvencia empresarial: uso de búsqueda tabú para selección de ratios explicativos

Author

Listed:
  • Laura Nuñez

    (Instituto de Empresa)

Abstract

En este trabajo se diseña un método de selección de variables para análisis discriminante que se aplica al problema de predicción de la insolvencia. El método diseñado se basa en la estrategia metaheurística Búsqueda Tabú (BT). La BT lee una solución inicial y a partir ella explora de forma sistemática e "inteligente" el conjunto de soluciones. La BT consta de un procedimiento básico y de dos estrategias complementarias, denominadas Intensificación y Diversificación, que ayudan a hacer la búsqueda más robusta. Se estudia la eficacia de este método comparándolo con los algoritmos tradicionales de selección de variables empleados en el análisis discriminante (stepwise, backward y forward).

Suggested Citation

  • Laura Nuñez, 2005. "Predicción de la insolvencia empresarial: uso de búsqueda tabú para selección de ratios explicativos," Working Papers Economia wpe05-34, Instituto de Empresa, Area of Economic Environment.
    • Handle: RePEc:emp:wpaper:wpe05-34
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