A genetic algorithm-based approach to cost-sensitive bankruptcy prediction

نویسندگان

  • Ning Chen
  • Bernardete Ribeiro
  • Armando Vieira
  • João M. M. Duarte
  • João Carvalho das Neves
چکیده

The prediction of bankruptcy is of significant importance with the present-day increase of bankrupt companies. In the practical applications, the cost of misclassification is worthy of consideration in the modeling in order to make accurate and desirable decisions. An effective prediction system requires the integration of the cost preference into the construction and optimization of prediction models. This paper presents an evolutionary approach for optimizing simultaneously the complexity and the weights of learning vector quantization network under the symmetric cost preference. Experimental evidences on a real-world data set demonstrate the proposed algorithm leads to significant reduction of features without the degradation of prediction capability. 2011 Elsevier Ltd. All rights reserved.

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عنوان ژورنال:
  • Expert Syst. Appl.

دوره 38  شماره 

صفحات  -

تاریخ انتشار 2011