Learning Machines Supporting Bankruptcy Prediction
نویسندگان
چکیده
منابع مشابه
An application of support vector machines in bankruptcy prediction model
This study investigates the efficacy of applying support vector machines (SVM) to bankruptcy prediction problem. Although it is a wellknown fact that the back-propagation neural network (BPN) performs well in pattern recognition tasks, the method has some limitations in that it is an art to find an appropriate model structure and optimal solution. Furthermore, loading as many of the training se...
متن کاملMachine Learning for Corporate Bankruptcy Prediction
Aalto University, P.O. Box 11000, FI-00076 Aalto www.aalto.fi Author Qi Yu Name of the doctoral dissertation Machine Learning for Corporate Bankruptcy Prediction Publisher School of Science Unit Information and Computer Science Department Series Aalto University publication series DOCTORAL DISSERTATIONS 90/2013 Field of research Information and Computer Science Manuscript submitted 10 March 201...
متن کاملBankruptcy Prediction by Supervised Machine Learning Techniques : A Comparative Study
It is very important for financial institutions which are capable of accurately predicting business failure. In literature, numbers of bankruptcy prediction models have been developed based on statistical and machine learning techniques. In particular, many machine learning techniques, such as neural networks, decision trees, etc. have shown better prediction performances than statistical ones....
متن کاملBankruptcy prediction using Extreme Learning Machine and financial expertise
Bankruptcy prediction has been widely studied as a binary classification problem using financial ratios methodologies. In this paper, Leave-One-Out-Incremental Extreme Learning Machine (LOO-IELM) is explored for this task. LOO-IELM operates in an incremental way to avoid inefficient and unnecessary calculations and stops automatically with the neurons of which the number is unknown. Moreover, C...
متن کاملRetail Bankruptcy Prediction
This study reintroduces the famous discriminant functions from Edward Altman and Begley, Ming and Watts (BMW) that were used to predict bankrupts. We will formulate three new discriminant functions which differ from Altman’s and BMW’s re-estimated Altman model. Altman’s models as well as Begley, Ming and Watts’s re-estimated Altman model apply to publicly traded industries, whereas the new mode...
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: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.2894236