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Record W4389850260 · doi:10.5267/j.dsl.2023.10.002

Financial distress predictions with Altman, Springate, Zmijewski, Taffler and Grover models

2023· article· en· W4389850260 on OpenAlexvenueno aff
Maureen Marsenne, Tubagus Ismail, Muhamad Taqi, Imam Abu Hanifah

Bibliographic record

VenueDecision Science Letters · 2023
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Distress and Bankruptcy Prediction
Canadian institutionsnot available
Fundersnot available
KeywordsBankruptcyBankruptcy predictionFinancial distressActuarial scienceBusinessEconometricsEconomicsFinanceFinancial system

Abstract

fetched live from OpenAlex

Several models have been developed to predict financial difficulties and corporate bankruptcy. In this research various models were employed, including the Altman model (referred to as the Z-Score), the Springate model (known as the S-Score), the Zmijewski model (designated as the X-Score), and the Grover model (referred to as the G-Score). These techniques serve the purpose of evaluating the likelihood of encountering financial difficulties, which in turn determines the probability of PT Garuda Indonesia (Persero) Tbk going bankrupt. The study utilized secondary data sourced from financial statements spanning the years from 2020 to 2022. The application of the Altman model for bankruptcy prediction revealed that PT Garuda Indonesia (Persero), Tbk experienced financial distress throughout the period from 2020 to 2022. According to the Springate model, the company was in a state of distress and declared bankruptcy in 2020 and 2022, while 2021 fell into a grey area. The Zmijewski model indicated that the company was on the brink of bankruptcy, with financial difficulties and a potential risk of bankruptcy within the next three years. Grover's model predicted bankruptcy for the company in 2020 and 2022, but indicated safety in 2021. Notably, the Taffler model emerged as the most accurate in forecasting bankruptcy, boasting a 100% accuracy rate with no errors. Meanwhile, the Zmijewski model achieved an 81.25% accuracy rate with an error rate of 18.75%, and the Springate model exhibited the lowest accuracy in bankruptcy prediction, scoring only 12.50% accuracy with an error rate of 87.50%.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.022
Threshold uncertainty score0.044

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.010
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0040.002
Science and technology studies0.0000.001
Scholarly communication0.0020.002
Open science0.0020.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0030.001

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 head0.224
Teacher spread0.207 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
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

Citations7
Published2023
Admission routes1
Has abstractyes

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