Abstract: Different methods of enterprise bankruptcy risk analysis are considered in the paper. Discriminant analysis method of E.Altman and fuzzy method of Nedosekin are described. The method of bankruptcy risk forecasting based on application of fuzzy neural networks with Mamdani and Tsukamoto inference algorithms is suggested and considered. The experimental investigations of the considered methods of bankruptcy risk analysis for Ukrainian plants were carried out, their efficiency estimated and the most adequate method for Ukrainian economy was determined.

Keywords: bankruptcy risk analysis, fuzzy matrix method, fuzzy neural networks, Mamdani, Tsukamoto inference.

ACM Classification Keywords: G.1.0 Mathematics of Computing– General – Error analysis; G.1.6 Mathematics of Computing – NUMERICAL ANALYSIS – Optimization -; I.2.3 Computing Methodologies - ARTIFICIAL INTELLIGENCE - Uncertainty, “fuzzy”, and probabilistic reasoning; I.2.6 Computing Methodologies - ARTIFICIAL INTELLIGENCE – Learning - Connectionism and fuzzy neural nets.

Link:

КОМПЛЕКСНЫЙ АНАЛИЗ РИСКА БАНКРОТСТВА КОРПОРАЦИЙ В УСЛОВИЯХ НЕОПРЕДЕЛЕННОСТИ

Михаил Згуровский, Юрий Зайченко

http://www.foibg.com/ijitk/ijitk-vol06/ijitk06-2-p01.pdf