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Corporate bankruptcy prediction: a comparison of logistic regression and random forest on portuguese company data
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In the currentfield ofbankruptcy prediction studies, the geographical focus usually is on larger economiesrather than economies the size of Portugal. For the purpose of this studyfinancial statement data from five consecutive years prior to the event of bankruptcy in 2017 was selected. Within the data328,542healthy and unhealthy Portuguese companieswere included.Two predictive models using the Logistic Regression and Random Forest algorithm were fitted to be able to predict bankruptcy.Both developed models deliver good results even though the RandomForestmodel performs slightly better than the one based on Logistic Regression.
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Bankruptcy prediction Logistic regression Random forest Portugal