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log-ratio-analysis

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chirindaopensource / adapting_altmans_bankruptcy_prediction_model

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End-to-End Python implementation of a bankruptcy prediction method which adapts Altman's Z-Score to Compositional Data Analysis (Keivani et al., 2026). Benefits: Uses the Aitchison simplex to eliminate outliers & asymmetry in financial ratios. Pipeline: log-ratio EM imputation, pairwise log-ratios, ML classifiers (Logit/k-NN/RF), validation.

python machine-learning random-forest reproducible-research scikit-learn econometrics supervised-learning logistic-regression r-language class-imbalance financial-data risk-management compositional-data credit-risk rpy2 bankruptcy-prediction research-implementation financial-risk log-ratio-analysis aitchison-geometry
  • Updated Apr 3, 2026
  • Jupyter Notebook

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