Апробация результатов нелинейной регрессионной логит-модели прогнозирования риска банкротства предприятий и определение ее оптимальных пороговых значений

Abstract

This article is about the models of binary choice, that can be used to predict the risk of bankruptcy. There is some results of constructing models of binary choice in this article. This scientific material presents information about these models and their predictive ability, and also it includes the stages of model valuing. This article is focus on the critical values for the model for bankruptcy risk prediction and their determination. It is noted that the model is good for the bankruptcy risk prediction.