MétaCan
Menu
Back to cohort
Record W1998220421

The Occurrence of Fibonacci Numbers in Time Series of Financial Accounting Ratios: Anomalies or Indicators of Firm Survival, Bankruptcy and Fraud? An Exploratory Study

2000· article· en· W1998220421 on OpenAlexaff
Amin H. Amershi, Ehsan H. Feroz

Bibliographic record

VenueSSRN Electronic Journal · 2000
Typearticle
Languageen
FieldMathematics
TopicBenford’s Law and Fraud Detection
Canadian institutionsMcMaster University
Fundersnot available
KeywordsStylized factFibonacci numberBankruptcyNull hypothesisSample (material)EconometricsMathematicsAccountingEconomicsStatisticsActuarial scienceFinanceCombinatorics
DOInot available

Abstract

fetched live from OpenAlex

Although there have been conjectures about the possible occurrences of Fibonacci numbers and golden means and ratios in financial statements (Feroz, 1992), it is intriguing as to why managers should be reporting these rather stylized series of numbers the occurrences of which have hitherto been documented mostly in the biological sciences (Davis, 1989). One possible explanation is that these numbers are merely random occurrences and are not a part of any systematic financial reporting pattern. Still other conjectures are that these numbers are generated by a process of skilful manipulation of accounting rules (e.g. smoothing) which has been documented in the empirical accounting literature (Healy, 1985). The purpose of this study is to empirically verify the null hypothesis that the occurrence of Fibonacci numbers, golden ratio and means in financial accounting ratios, is merely a random occurrence without any statistical significance. We constructed two samples: a random sample of 200 companies, and another sample of 200 companies that have survived 20 years or more. We find that i) there is an infinity of distributions under which the null hypothesis (Ho) cannot be rejected for either sample; and ii) there is an infinity of distributions under whichH0 cannot be rejected for the sample of 200 surviving companies but can be rejected for random sample. The latter result is particularly important because it shows that it is possible to discriminate between surviving companies and randomly selected companies based on the golden mean in total debt/total invested capital ratio. © MCB UP Limited 2000.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.537
Threshold uncertainty score0.439

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.017
GPT teacher head0.273
Teacher spread0.256 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2000
Admission routes1
Has abstractyes

Explore more

Same venueSSRN Electronic JournalSame topicBenford’s Law and Fraud DetectionFrench-language works237,207