Methodological Framework for the Development of Acquisition Targets Prediction Model

Fotios Pasiouras, Sailesh Tanna and Constantin Zopounidis
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Sailesh Tanna: Coventry University, UK
Constantin Zopounidis: Technical University of Crete, Greece

Chapter 3 in Application of Quantitative Techniques for the Prediction of Bank Acquisition Targets, 2005, pp 103-144 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionSampling ConsiderationsDefinition of acquisitionsTraining and testing samplesHoldout sampleResampling techniquesPopulation driftProportion of acquired and non-acquired firms in sampleVariables Selection ProcessFinancial theory and human judgementUnivariate statistical tests of mean differencesFactor analysisMethod SelectionDiscriminant analysisLogit analysisUTilités Additives DIScriminantes (UTADIS)Multi-group Hierarchical DIScrimination (MHDIS)Classification and Regression Trees (CART)Nearest neighboursSupport Vector Machines (SVMs)Aspects of Model EvaluationThe classification matrixIssues to consider when choosing evaluation measureOut-of-sample performance — model's testingConclusion

Keywords: Banks; Mergers and Acquisitions; Classification; Finance; Quantitative; Operations Research (search for similar items in EconPapers)
Date: 2005
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