مدل آميخته براي پيش بيني بحران هاي مالي در بورس بهادار تهران

A mixed model for forecasting of financial crises in TSE

Estimating and measuring of financial crises risk and at the extremity bankruptcy of companies have been nowadays under consideration o companiesʹ researchers and agents. In this study, using financial ratios of Altman Model, financial crises of TSE were forecasted. The statistic population was all companies accepted in TSE during 1378-1384. The samples were 100 active companies between these years and 44 inactive companies with financial crises. Using these samples, parameters of classic statistic models, i.e. linear auditing and logistic regression, were estimated and compared by using mixed auditing as an inference of linear auditing. The results show more accuracy of mixed model than classic methods for classifying and separating of active and inactive companies in TSE so that the proper accuracy model for classification is 92.34.