Evaluation of the Artificial Intelligence Models in Financial Distress Prediction in Egyptian Listed Companies during 2007-2022

Document Type : Original Article

Authors

1 Doctoral researcher - College of Graduate Studies, Arab Academy for Science, Technology and Transport

2 Professor of Economics - College of Management and Technology, Arab Academy for Science, Technology and Transport

3 Assistant Professor of Investment and Finance Vice Dean of the Faculty of Financial Sciences - Pharos University

Abstract

This paper aims to evaluate artificial intelligence in financial distress prediction, to reach our purpose, we collect data from 44 Egyptian listed companies during the period of 2007-2022, ensemble leaning machine and clustering algorithm were trained and tested, based on their validation test, we conclude that ensemble learning outperform clustering algorithm in prediction financial distress.

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