Bankruptcy prediction is a problem that is becoming more and more interesting. This problem concerns in particular financial and accounting researchers. Nevertheless, it is a field that gathers the focus of com
Using neural network ensembles for bankruptcy prediction and credit scoring Bankruptcy prediction and credit scoring have long been regarded as critical topics and have been studied extensively in the accounting and finance literat... CF Tsai,JW Wu - 《Expert Systems with Applications》 被引量: 543...
bankruptcy prediction in banksfeature selectionGMDHCPNNfuzzy ARTMAPt-statistic and f-statisticThis paper presents three hitherto unused neural network architectures for bankruptcy prediction in banks. These networks are Group Method of Data Handling (GMDH), Counter Propagation Neural Network (CPNN) and ...
Unlike the above classification algorithms, the clustering method can be considered to solve the bankruptcy prediction problem. The SOM algorithm was originally introduced by Kohonen [30], [31] and is a clustering type of neural network in the sense that it constructs a topology-preserving map of...
3.1 Bankruptcy prediction Corporate bankruptcy prediction is one of the main tasks in credit risk assessment due to its economic damage and social consequences. After the 2007/2008 financial crisis, it has become a priority for most financial institutions, regulatory agencies, and academics [66]. Ba...
(2019), “A deep dense neural network for bankruptcy prediction”, in Macintyre, J., Iliadis, L., Maglogiannis, I. and Jayne, C. (Eds), Engineering Applications of Neural Networks, Communications in Computer and Information Science, Springer International Publishing, Cham, Vol. 1000, pp. ...
Machine Learning techniques are increasingly being used to predict bankruptcy (indicative literature reviews include [61,62,63]). Among them, the most commonly used is the Artificial Neural Network (ANN) method (for example, [64,65]. Indicative studies of corporate bankruptcy prediction using ANN ...
probabilistic neural network (PNN), multi-class undersampling based bagging (MCUB), stock market indices; multivariate distribution; global optimization; directional prediction1. Introduction Financial Markets play a major role in controlling dynamics of the world economy. Forecasting of financial markets ...
Our contribution to the field of computational finance is to introduce GPs as a competitive probabilistic framework for bankruptcy prediction. Data from the repository of information of the US Federal Deposit Insurance Corporation is used to test the predictions....
The neural network is the best method for bankruptcy prediction 11 . However, the findings showed that the case-based forecasting predictive abilities are higher than other statistically methods (MDA, Logit and Probit model). 6 7 Observations from June 1989 to end of 1992 are testing sample ...