Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul

Barış Aksoy; Derviş Boztosun

doi:10.18037/ausbd.845792

Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul

Öz

In this study, Artificial Neural Networks (NN), C5.0 Classification Algorithm, Classification and Regression Trees (CART) analyses were used to predict the financial success/failure of 126 businesses that are operating in the BIST (Borsa İstanbul) Manufacturing Industry Sector. The data contains the years 2006 to 2009. In the study, 25 quantitative variable and 4 qualitative variable were used. The overall classification accuracy from the highest to the lowest of 3 years prior to successful-failure year (for 2006) is 84.21% for CART, 81.58% for ANN and 76.32% for C5.0, respectively. The overall classification accuracy from the highest to the lowest of 2 years prior to successful-failure year (for 2007) is 86.84% for CART, 84.21% for ANN, 78.95% for C5.0, respectively. The overall classification accuracy from the highest to the lowest of 1 year prior to successful-failure year (for 2008) is 92.11% for CART, 92.11 for ANN and 86.84% for C5.0, respectively. ANN and CART models are notable in terms of their ability to predict upcoming financial failure of unsuccessful businesses with 100% classification accuracy from a year ago. The prediction of the financial success/failure by the three models obtained in the study more than one, two and three years ago shows that the models used in this study can be included in the model used by those concerned.

Anahtar Kelimeler

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Ayrıntılar

Birincil Dil

Türkçe

Konular

-

Bölüm

Araştırma Makalesi

Yazarlar

Barış Aksoy Bu kişi benim
Türkiye

Derviş Boztosun Bu kişi benim
Türkiye

Yayımlanma Tarihi

23 Aralık 2020

Gönderilme Tarihi

25 Ekim 2019

Kabul Tarihi

9 Aralık 2020

Yayımlandığı Sayı

Yıl 2020 Cilt: 20 Sayı: 4

DOI

https://doi.org/10.18037/ausbd.845792

IZ

https://izlik.org/JA85FU88FW

Kaynak Göster

RIS / Bibtex

APA

Aksoy, B., & Boztosun, D. (2020). Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul. Anadolu Üniversitesi Sosyal Bilimler Dergisi, 20(4), 237-268. https://doi.org/10.18037/ausbd.845792

AMA

1.Aksoy B, Boztosun D. Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul. AÜSBD. 2020;20(4):237-268. doi:10.18037/ausbd.845792

Chicago

Aksoy, Barış, ve Derviş Boztosun. 2020. “Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul”. Anadolu Üniversitesi Sosyal Bilimler Dergisi 20 (4): 237-68. https://doi.org/10.18037/ausbd.845792.

EndNote

Aksoy B, Boztosun D (01 Aralık 2020) Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul. Anadolu Üniversitesi Sosyal Bilimler Dergisi 20 4 237–268.

IEEE

[1]B. Aksoy ve D. Boztosun, “Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul”, AÜSBD, c. 20, sy 4, ss. 237–268, Ara. 2020, doi: 10.18037/ausbd.845792.

ISNAD

Aksoy, Barış - Boztosun, Derviş. “Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul”. Anadolu Üniversitesi Sosyal Bilimler Dergisi 20/4 (01 Aralık 2020): 237-268. https://doi.org/10.18037/ausbd.845792.

JAMA

1.Aksoy B, Boztosun D. Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul. AÜSBD. 2020;20:237–268.

MLA

Aksoy, Barış, ve Derviş Boztosun. “Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul”. Anadolu Üniversitesi Sosyal Bilimler Dergisi, c. 20, sy 4, Aralık 2020, ss. 237-68, doi:10.18037/ausbd.845792.

Vancouver

1.Barış Aksoy, Derviş Boztosun. Comparison of Machine Learning Methods in Prediction of Financial Failure of Businesses in The Manufacturing Industry: Evidence from Borsa İstanbul. AÜSBD. 01 Aralık 2020;20(4):237-68. doi:10.18037/ausbd.845792

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