手法を比較

	アルトマンZスコア：企業倒産の予測	線形判別分析 (LDA)
分野	ファイナンス	機械学習
系統	Regression model	Latent structure
提唱年	1968	1936
提唱者	Edward Altman	Fisher, R. A.
種類	Multiple discriminant analysis scoring model	Supervised dimensionality reduction and linear classifier
原典	Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of Finance, 23(4), 589–609.	Fisher, R. A. (1936). The use of multiple measurements in taxonomic problems. Annals of Eugenics, 7(2), 179–188.
別名	Altman's Z-Score Model, Multiple Discriminant Analysis Bankruptcy Model, Z-Score Financial Distress Model, Altman Z-Skoru	LDA, Fisher's discriminant analysis, Fisher linear discriminant, normal discriminant analysis
関連	3	4
概要	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.	Linear Discriminant Analysis is a supervised method for dimensionality reduction and classification, introduced by Ronald A. Fisher in 1936, that finds linear combinations of features which maximally separate predefined classes while preserving as much class-discriminatory information as possible. It simultaneously serves as a feature-projection technique and a probabilistic classifier, making it one of the foundational methods in pattern recognition and statistical learning.