Hybrid classifiers for financial multicriteria decision making: The case of bankruptcy prediction

DOI10.1023/A:1008668718837zbMATH Open0883.90046OpenAlexW1512688160MaRDI QIDQ1372898FDOQ1372898

Authors: Ignacio Olmeda, Eugenio Fernández 

Publication date: 9 December 1997

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008668718837

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zbMATH Keywords

discriminant analysisartificial neural networkevolutionary programmingaccuracy of parametric and nonparametric classifierspredicting bankruptcy

Mathematics Subject Classification ID

Economic time series analysis (91B84) Production theory, theory of the firm (91B38)

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• Multicriteria decision aid models for the prediction of securities class actions: evidence from the banking sector
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• Parametric and non-parametric combination model to enhance overall performance on default prediction
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