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Page 1: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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Page 2: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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�� �17q?QU�#� ��H/�CG�� ��� ��/�� � �� "� U1

4- Zhang 5- Park & Han 6- Bayesian 7- Sarkar & Siram

8- Thomaidis 9- Mckee & Greenstein

10- Support vector machine 11- Shin 12- Schwartz & Menon& Gilbert 13- Harmon& Poston& Gramlich 14- Mckeown& Hapwood 15- Rosr & Giroux 16- Mensah

Page 6: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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�B� K%E>�'#$� � U�G `�X� ��[ �8� �/=�"�� '�� � 1 . � ��'/2 &��� �^��B� �. �'#$� � K%E>� `�X� �� �8�

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"�# $��

1900 Tomas vodlak(27)

1911 Larens chambarline(27)

1919 Dopont(11)

1930 Winakor & Smith(11)

1931 Ransmer&Foster(11)

1931 Fitz Patrick(11)

1942 Merwin(4)

1957 Walter(18)

1966 Beaver(18)

1970 Jan arghenti(7)

%�& '�(��

�)�*� �+

1985 Casey & Bartczak(11)

1968 Altman(11)

1972 Edward deakin(11)

1972 Rabert Edmister(11)

1974 Mack Gaf(30)

1974 Blum(11)

1977 Moyer(11)

1977 Altman & Haldman & Narayana(11)

1978 Springate(1)

1979 Sandson(1)

1979 Norton & Smit(8)

1983 Altman(15)

1983 Tofler(1)

1984 Fulmar(11)

1985 Levitan & Knoblet(30)

1985 Casey & Bartezek(11)

1985 Mutchler(30)

1985 Platt(11)

1986 Lawrence& Bear(11)

1987 Billance(1)

1988 Aziz & Emanual & Lawson(11)

1990 Koh & Killough(30)

1993 Altman(18)

2001 Grice & Ingram(22)

2002 Selvam & Vanitha & Buba(20)

2004 Aziz(27)

'�(��

���,��- %�&

2005 Lenneke(27)

Page 7: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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1994 Johnsen & Melcher(1)

1977 Martin(11)

1980 Ohlson(22)

1984 Rose &Giroux(11)

1984 Zmijoski(13)

1985 Zavgren(5,3)

1985 Gentry & Newbold &Whitford(11)

1987 Lau(11)

1990 Plat & Plat(39)

1991 Koh & Brown(30)

1991 Tukman & Change(22)

1993 Lynn & Luetherin(20)

1994 Platt & Platt & Pederson(20)

1994 Johnson & Melicher(25)

1996 Watts & Ming & Begley(22)

1998 Shirata(13)

1998 Grice(1)

1999 Lennox (11)

2003 Tran Bich Hanh & Healther Nontgomery(41)

2004 Sunti Tripapat & Aekkachai Nittayagast Wat(40)

2004 Andrews & Rose & Giroux(40)

'�(��

.�/�)0 � .�123

2004 Keating & Fischer & Greenlee(22)

1984 Marais&Patel&Wolfson(37)

1985 Altman & Frydman & Kao(37)

1995 Robert Dorsey & Edmister & Johnson(37)

2000 Mckee&Greenstein(11)

2004 Aziz(27)

�)4� 5�+�2�3�

��6,�/

2005 Lenox(27)

1990 Odom & Sharda(11)

1991 Cadden(11)

1991 Coat & Fant(11)

1992 Tam & Xiang(11)

1992 Cinavlesh & Salchenberger(28)

1992 Serrano cinca & Martin-del-Brio(28)

1993 Martens & Weymer(38)

�789 ��7� 1993 Coats & Fant(38)

1993 Fletcherand Gross(21)

1993 Tam& Chung(38)

1993 Udo(38)

1994 Wilson&Sharda(19)

1994 Nittayagasetwat(11)

1994 Altman et al(38)

1994 Zain(38)

1995 Robert Dorsey & Edmister & Johnson(35)

Page 8: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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1995 Markham&Ragsdal(22)

1995 Boritz & Kennedy(26)

1995 Chen(43)

1995 Zheng Rong Yang(38)

1996 Back(38)

1996 Serrano cinca(37)

1996 Kwon & Han & Lee(11)

1996 Lee(37)

1996 Serrano cinca(37)

1996 Sere & Latinen & Back(17)

1997 Jo & Han(23)

1997 Olonedo & Frenda(11)

1997 Bardos&Zhu(11)

1997 Kivildoto & Bergius(11)

1997 Serrano cinca(11)

1997 Lee&Han&Jo(24)

1997 Veelenturf&Van Bussel(38)

1997 Back et al(38)

1998 Shaw&Ravagan&Primuthu(38)

1998 Iiekanaho(38)

1998 Kivllvoto(11)

1999 Indro&Patvwo&Hu&Zhang(11)

1999 Tan(19)

1999 Denti et al(31)

1999 Plat&Plat&Yang(42)

1999 Yang et al(38)

2000 Shah&Murtaza(11)

2000 Rick Wilson et al(34)

2000 Pompe&Bilderbeck(38)

2001 Amir F & Atiya(16)

2003 Scinivas Mukkamala(32)

2003 Po chang ko et al(32)

2004 1Valans(13)

2004 Parag C. Pendharkar(68)

2005 Kotsiantis(36)

�789 ��7�

2005 Pompe & Bilderbeek(33)

Page 9: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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Page 13: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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Page 14: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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0

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1 1000 1999 2998 3997 4996 5995 6994 7993 8992 9991

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Class (1) 0 8

Performance desirable Desirable

Output

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NMSE 0.16711726 0.048103748

MAE 0.05021336 0.035136761

Min Abs Error 0.00242274 0.002422743

Output / Desired Class (0) Class (1)

Class (0) 51 1

Class (1) 1 7

Performance desirable

desirable Output

MSE 0.02915005 0.021626968

NMSE 0.252260046 0.169419604

MAE 0.101221638 0.09489975

Min Abs Error 0.005876867 0.005876867

Max Abs Error 0.725917588 0.485650118

r 0.885025694 0.917996709 Percent Correct 98.07692308 87.5

Page 15: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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Page 16: jmfr.srbiau.ac.irjmfr.srbiau.ac.ir/article_5724_a6bf4aac832e67ef2249a73aeb97fb0e.pdf · with comparison to the probit model ,Bond University ,QLD4229,Australia,1999 20- Dr.M.Selvam,

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