Prediction of SMEs Bankruptcy at the Industry Level with Balance Sheets and Website Indicators

[EN] This paper addresses the importance of industry-specific models for SMEs bankruptcy prediction, building on earlier research finding larger predictive accuracy and enhanced temporal stability. Using Italian data, we propose separate bankruptcy prediction models for a few industries based on bal...

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Detalles Bibliográficos
Autores: Bottai, Carlo, Crosato, Lisa, Liberati, Caterina
Tipo de recurso: capítulo de libro
Fecha de publicación:2024
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/208407
Acceso en línea:https://riunet.upv.es/handle/10251/208407
Access Level:acceso abierto
Palabra clave:Website data
Html code
SMEs
Supervised learning
Descripción
Sumario:[EN] This paper addresses the importance of industry-specific models for SMEs bankruptcy prediction, building on earlier research finding larger predictive accuracy and enhanced temporal stability. Using Italian data, we propose separate bankruptcy prediction models for a few industries based on balance sheet data and explore the predictive power of SMEs' website html code structure. Our findings suggest that website data can serve as a valid complementary source for bankruptcy prediction, with different performances across sectors. We observe a certain degree of sectoral heterogeneity in the importance of financial ratios, firm-specific characteristics, and website structure, calling for an industry-tailored approach in bankruptcy prediction models.