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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 盧秋玲(Chiu-Ling Lu) | |
| dc.contributor.author | Jui-Feng Huang | en |
| dc.contributor.author | 黃瑞峯 | zh_TW |
| dc.date.accessioned | 2021-06-07T17:47:29Z | - |
| dc.date.copyright | 2013-07-03 | |
| dc.date.issued | 2013 | |
| dc.date.submitted | 2013-06-24 | |
| dc.identifier.citation | Altman (1968), “Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy”, Journal of Finance, Vol.23 (4).
Altman, Haldeman, and Narayanan (1977), “ZETA ANALYSIS A new model to identify bankruptcy risk of corporations”, Journal of Banking and Finance, Vol. (1). Altman (1983), “Corporate Financial Distress: A Complete Guide to Predicting, Avoiding and Dealing with Bankruptcy”, New York: John Wiley & Sons. Berkson (1944), “Application of the Logistic Functionto Bio-Assay”, Journal of the American Statistical Association. Chow, Gritta, and Leung (1991), “A Multiple Discriminant Analysis Approach to Gague Air Carrier Bankruptcy Propensities: The AIRSCORE Model”, Journal of the Transportation Research Forum, 31(2). DRIES F. BENOIT, DIRK VAN DEN POEL (2012), “Binary Quantile Regression: A Bayesian Approach Based On The Asymmetric Laplace Distribution”, Journal of Applied Econometrics, Vol.27. Gritta, Lippman, and Chow (1995), “The impact of the capitalization of leases on airline financial analysis: An issue revisited”, Logistics and Transportation Review, Vol.30 (2). Hassanali and Reza (1984), “Predicting Failure in the Airline Industry with Financial Models”, Transportation Research Part A: General, Vol.18 (5-6). Jason Goodfriend, Richard D. Gritta, Babram Adrangi, Sergio Davalos (2004), “Assessing the Financial Condition of the Major U.S. Passenger Airlines Over the 1993-2003 Period Using the P-Score and Z” Score Discriminant Models”, Credit and Financial Management Review, 10 (4). Koenker and Bassett (1978), “Regression Quantiles”, Econometrica, Vol. 46 (1) Kordas (2000), Binary Regression Quantiles, Ph.D. Thesis, University of Illinois at Urbana-Champaign. Kordas (2006), “Smoothed Binary Regression Quantiles”, Journal of Applied Econometrics, Vol.(21). Koenker and Hallock (2001), “Quantile Regression”, Journal of Economic Perspectives, Vol.15 (4). Loffler and Posch (2011), “Credit Risk Modeling Using Excel and VBA with DVD”, Chichester: Wiley Morrell, Peter S. (2007), “Airline Finance”, Burlington: Ashgate Pub Co Ming-Yuan Leon Li, Peter Miu (2010), “A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach”, Journal of Empirical Finance, Vol.17. Ohlson (1980), “Financial Ratios and the Probabilistic Prediction of Bankruptcy”, Journal of Accounting Research,Vol. 18 (1) Pilarski and Dinh (1999), “Numerical Scoring Approach to Credit Risk Analysis”, Handbook of Airline Finance, New York: McGraw-Hill Richard D. Gritta, Bahram Adrangi, Sergio Davalos, Don Bright (2008), “A Review of the History of Air Carrier Bankruptcy Forecasting and the Application of Various Models to the US Airline Industry, 1980-2005”, History of Insolvency and Bankruptcy: from an International Perspective, pp. 193-214. Sveinn Vidar Gudmundsson (2002), “Airline Distress Prediction Using Non-financial Indicators”, Journal of Air Transportation, Vol.7. Vera L. Migueis, Dries F. Benoit, and Dirk Van den Poel (2012), “Enhanced Decision Support in Credit Scoring Using Bayesian Binary Quantile Regression”, Journal of the Operational Research Society Yu and Zhang (2005), “A Three-Parameter Asymmetric Laplace Distribution and Its Extension”, Communications in Statistics─Theory and Methods, Vol.34. 張茵婷(2009)，應用分量迴歸模型分析電影票房之影響因素，國立臺灣大學國際企業學研究所碩士論文 Chang, Yin-Ting (2009), “Applying Quantile Regression Model to Investigate the Influential Factors to Box Office of Motion Pictures”, Master Thesis, Graduate Institute of International Business, National Taiwan University 陳建文(2009)，公司倒閉預測模型：結合會計、市場及公司治理資訊，國立成功大學財務金融研究所碩士論文 Chen, Jian-wen (2009), “Highbred versus Hybrid: Combined accounting-based, market-based and governance-based information”, Master Thesis, Graduate Institute of Finance & Banking, National Cheng Kung University 康雅欣 (2012)，預測航空業破產-Binary Logit與LDA分析之比較，淡江大學經濟學研究所碩士論文 Kang, Ya-hsin (2012), “Predicting Airline Bankruptcies – A comparison of Binary Logit and LDA Analysis”, Master Thesis, Graduate Institute of Economics, Tamkang University | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/15527 | - |
| dc.description.abstract | 根據Morrell(2007)，航空業相較其他產業而言，更容易受到總體環境與人為因素影響，進而波及公司之營運與獲利。除此之外，航空業對一國經濟極為重要，因此一破產預測模型之建立將有助於公司經理人、投資人、債權人與政府機關等團體監督其營運績效。本研究以1990年至2011年之美國航空業資料為樣本，採用Kordas(2000)所提出之二元分量迴歸(Binary Quantile Regression)以及
DRIES & DIRK (2012)所提出之貝氏二元分量迴歸(Bayesian Quantile Regression)建構破產預測模型，並與Logit模型同時進行比較，以累積正確率曲線(Cumulative Accuracy Profile)所計算出之準確率(Accuracy Ratio)與白氏得分(Brier Score)兩項指標為比較準則。實證結果顯示，貝氏二元分量迴歸具有較佳之預測能力。 | zh_TW |
| dc.description.abstract | According to Morrell (2007), macroeconomic and artificial factors have greater impact to the aviation industry, comparing to others, thus further influence business operation and profitability. In addition, aviation industry accounts for a significant proportion of most economies, hence an early warning model of bankruptcy is critical and beneficial to interest groups, such as managers, creditors, investors, and governments, to monitor the performance of operation. This study utilizes data of U.S. airline companies, ranging from 1990 to 2011. Binary Quantile Regression, Bayesian Quantile Regression, and Logit models are employed for construction of bankruptcy prediction. Two indices, Accuracy Ratio calculated from Cumulative Accuracy Profile and Brier Score, are used as standards of comparison. Empirical result demonstrates that Bayesian Binary Quantile Regression has the best performance in terms of prediction accuracy. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-07T17:47:29Z (GMT). No. of bitstreams: 1 ntu-102-R00724072-1.pdf: 1073236 bytes, checksum: 58fa4f822a68267ac00db33275395bc1 (MD5) Previous issue date: 2013 | en |
| dc.description.tableofcontents | Abstract II
Contents IV Table of Contents V Figure of Contents VI 1. Introduction 1 1.1. Industry Background 1 1.2. Motivation 4 2. Literature Review 6 3. Methodology 12 3.1. Quantile Regression 12 3.2. Binary Quantile Regression (BQR) 13 3.3. Binary Quantile Regression: A Bayesian Approach (BBQR) 15 3.4. Logit Model 16 4. Model Validation Approaches 17 4.1. Cumulative Accuracy Profile (CAP) 17 4.2. Brier Score (BS) 18 5. Empirical Results 19 5.1. Data 19 5.2. Variables and Descriptive Statistics 19 5.3. Estimation Results 24 6. Conclusion 30 Reference 31 | |
| dc.language.iso | en | |
| dc.subject | 破產預測 | zh_TW |
| dc.subject | 航空業 | zh_TW |
| dc.subject | 二元分量迴歸 | zh_TW |
| dc.subject | Bankruptcy Prediction | en |
| dc.subject | Aviation Industry | en |
| dc.subject | Binary Quantile Regression | en |
| dc.title | 美國航空業破產預測模型：二元分量迴歸之應用 | zh_TW |
| dc.title | Bankruptcy Prediction Model for U.S. Aviation Industry: An Application of Binary Quantile Regression | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 101-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 沈仰斌(Yang-pin Shen),周德瑋(De-Wai Chou) | |
| dc.subject.keyword | 航空業,破產預測,二元分量迴歸, | zh_TW |
| dc.subject.keyword | Aviation Industry,Bankruptcy Prediction,Binary Quantile Regression, | en |
| dc.relation.page | 33 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2013-06-24 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 國際企業學研究所 | zh_TW |
| 顯示於系所單位： | 國際企業學系 | |
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