Bankruptcy Prediction Model Based on Business Risk Reports : Use of Natural Language Processing Techniques

Rasolomanana, Onjaniaina Mianin'Harizo

Discussion Paper, Series A, 2021, 358, 1-14

Permalink : https://hdl.handle.net/2115/81088

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アクセス権	open access
URI	https://hdl.handle.net/2115/81088
タイトル	Bankruptcy Prediction Model Based on Business Risk Reports : Use of Natural Language Processing Techniques
著者	著者名 Rasolomanana, Onjaniaina Mianin'Harizo
言語	英語
キーワード	Bankruptcy prediction
	Business risk
	Natural language processing
	NLP
	Sentiment analysis
	Neural Networks
発行日	2021-04
出版者	Faculty of Economics and Business, Hokkaido University
収録物名	Discussion Paper, Series A
巻(号)	358
ページ	1-14
抄録	The purpose of this study is to assess how useful risk information is in bankruptcy prediction, by performing a sentiment analysis of the texts. The proposed method involves the use of Natural Language Processing (NLP) and machine learning techniques. The results show that neural networks performed better than other classifiers, with a classification accuracy of 96.15% for this particular text classification problem. This work demonstrates that business risks reports carry information that helps predict the likelihood of bankruptcy.
資源タイプ	紀要論文
出版タイプ	Version of Record