Companies bankruptcy modelling with econometric methods
This project is about companies bankruptcy probability modelling with econometric methods, you can expect:
- paper-style report (in Polish) with quality tables, literature review, methodology description etc.
- statistical analysis (distributions, correlations, VIFs)
- econometric modelling (linear probability model, logit regression, probit regression)
- hypotheses testing (t-student, z tests, linktest)
- marginal effects (computation, interpretation)
- ROC curves
- cutoff optimization
- bootstrap simulation (Altman Z-Score follow up)
- huge Jupyter Notebook in Polish (lots of Python code)
