Neural network ensemble strategies for financial decision applications

DOI10.1016/j.cor.2004.03.017zbMath1090.91547OpenAlexW2029864452MaRDI QIDQ2387272

Jingxia Qian, Scott Dellana, David West

Publication date: 2 September 2005

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2004.03.017

zbMATH Keywords

BoostingBaggingBankruptcy predictionCredit scoringEnsembles

Mathematics Subject Classification ID

Related Items (14)

Benchmarking state-of-the-art classification algorithms for credit scoring: an update of research ⋮ Optimization strategy of credit line management for credit card business ⋮ Sampled-data exponential synchronization of time-delay neural networks subject to random controller gain perturbations ⋮ Decision-making, risk and corporate governance: a critique of methodological issues in bankruptcy/recovery prediction models ⋮ Financial system modeling using deep neural networks (DNNs) for effective risk assessment and prediction ⋮ Forecasting bankruptcy using biclustering and neural network-based ensembles ⋮ Predicting repayment of the credit card debt ⋮ Decision-making, risk and corporate governance: new dynamic models/algorithms and optimization for bankruptcy decisions ⋮ The assisted prediction modelling frame with hybridisation and ensemble for business risk forecasting and an implementation ⋮ Business failure prediction using hybrid\(^2\) case-based reasoning (H\(^2\)CBR) ⋮ Diversity of ability and cognitive style for group decision processes ⋮ An application of locally linear model tree algorithm with combination of feature selection in credit scoring ⋮ Multiple proportion case-basing driven CBRE and its application in the evaluation of possible failure of firms ⋮ A two-stage exact algorithm for optimization of neural network ensemble

Uses Software

• bootstrap

Cites Work

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• Bagging predictors
• A neural network for classifying the financial health of a firm
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• Developing robust non-linear models through bootstrap aggregated neural networks
• Improving classifier performance through repeated sampling.
• Neural networks in business: Techniques and applications for the operations researcher
• Neural network credit scoring models
• Explaining consumer choice through neural networks: the stacked generalization approach
• Knowledge Acquisition from Multiple Experts: An Empirical Study
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
• Quantitative Methods in Credit Management: A Survey
• Combining Estiamates in Regression and Classification
• Prediction Games and Arcing Algorithms

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