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| Altmanovo Z-skóre: Predikcia korporátneho bankrotu× | Lineárna diskriminačná analýza (LDA)× | |
|---|---|---|
| Odbor≠ | Financie | Strojové učenie |
| Rodina≠ | Regression model | Latent structure |
| Rok vzniku≠ | 1968 | 1936 |
| Tvorca≠ | Edward Altman | Fisher, R. A. |
| Typ≠ | Multiple discriminant analysis scoring model | Supervised dimensionality reduction and linear classifier |
| Pôvodný zdroj≠ | Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of Finance, 23(4), 589–609. DOI ↗ | Fisher, R. A. (1936). The use of multiple measurements in taxonomic problems. Annals of Eugenics, 7(2), 179–188. DOI ↗ |
| Ďalšie názvy≠ | 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 |
| Príbuzné≠ | 3 | 4 |
| Zhrnutie≠ | 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. |
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