Financial Distress Prediction Based on Cost Sensitive Learning
نویسندگان
چکیده
منابع مشابه
Cost-sensitive AdaBoost Selective Ensemble for Financial Distress Prediction
Financial distress prediction (FDP) models are effective tools to prevent stakeholders from suffering economic loss. In the process of FDP, the misclassification cost of typeI error of the model is much higher than that of typeIIerror. Some FPD models based on single classifiers take the asymmetric costs into consideration, but the study on cost-sensitive ensemble approach for FDP is rarely exp...
متن کاملAccurate Prediction of Financial Distress with Machine Learning Algorithms
Prediction of financial distress of companies is analyzed with several machine learning approaches. We used DIANE, a large database containing financial records of small and medium size French companies from the year of 2002 up to 2007. It is shown that inclusion of historical data, up to 3 years priori to the analysis, increase the prediction accuracy. In particular, fluctuations of some finan...
متن کاملIndexing Cost Sensitive Prediction
Predictive models are often used for real-time decision making. However, typical machine learning techniques ignore feature evaluation cost, and focus solely on the accuracy of the machine learning models obtained utilizing all the features available. We develop algorithms and indexes to support cost-sensitive prediction, i.e., making decisions using machine learning models taking feature evalu...
متن کاملIndexing Cost Sensitive Prediction
Predictive models are often used for real-time decision making. However, typical machine learning techniques ignore feature evaluation cost, and focus solely on the accuracy of the machine learning models obtained utilizing all the features available. We develop algorithms and indexes to support cost-sensitive prediction, i.e., making decisions using machine learning models taking feature evalu...
متن کاملThe effect of feature selection on financial distress prediction
Financial distress prediction is always important for financial institutions in order for them to assess the financial health of enterprises and individuals. Bankruptcy prediction and credit scoring are two important issues in financial distress prediction where various statistical and machine learning techniques have been employed to develop financial prediction models. Since there are no gene...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Information Technology Journal
سال: 2012
ISSN: 1812-5638
DOI: 10.3923/itj.2012.294.300