Estimate of Bankruptcy Probability through Crude Monte Carlo Simulation

Ma, Mingwei (2024) Estimate of Bankruptcy Probability through Crude Monte Carlo Simulation. In: Proceedings of the 3rd International Conference on Big Data Economy and Digital Management, BDEDM 2024, January 12–14, 2024, Ningbo, China.

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Abstract

This study presents a sophisticated approach to quantifying the likelihood of corporate bankruptcy through Crude Monte Carlo Simulation. By employing a probabilistic model, we generate a vast ensemble of a firm's financial trajectories based on stochastic processes that reflect the volatility of key

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 17:42
Last Modified: 16 Apr 2026 23:17
URI: http://eprints.eai.eu/id/eprint/49479

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