Módszerek összehasonlítása

	Altman Z-pontszám: Vállalati csődelőrejelzés	Logistic Regression	XGBoost
Tudományterület	Pénzügy	Kutatási statisztika	Gépi tanulás
Módszercsalád	Regression model	Process / pipeline	Machine learning
Keletkezés éve	1968	1958	2016
Megalkotó	Edward Altman	David Roxbee Cox	Chen, T. & Guestrin, C.
Típus	Multiple discriminant analysis scoring model	Method	Ensemble (gradient-boosted decision trees)
Alapmű	Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of Finance, 23(4), 589–609.	Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242.	Chen, T. & Guestrin, C. (2016). XGBoost: A Scalable Tree Boosting System. Proceedings of the 22nd ACM SIGKDD, 785–794.
Alternatív nevek	Altman's Z-Score Model, Multiple Discriminant Analysis Bankruptcy Model, Z-Score Financial Distress Model, Altman Z-Skoru	logit model, binomial logistic regression, LR	XGBoost, extreme gradient boosting, scalable tree boosting
Kapcsolódó	3	3	5
Összefoglaló	The Altman Z-Score is a linear discriminant model developed by Edward I. Altman in 1968 to predict corporate bankruptcy using five accounting-based financial ratios. Derived through multiple discriminant analysis on a matched sample of 66 US manufacturing firms, the model combines liquidity, profitability, leverage, solvency, and activity ratios into a single composite score that classifies firms as financially sound, distressed, or in a grey zone.	Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.	XGBoost (Extreme Gradient Boosting) is a scalable tree-boosting algorithm introduced by Tianqi Chen and Carlos Guestrin in 2016. It builds a strong predictor by adding decision trees one at a time, each correcting the errors left by the trees before it, and is a powerful prediction method widely used in competitions.