Bankruptcy prediction in firms with statistical and intelligent techniques and a comparison of evolutionary computation approaches

DOI10.1016/J.CAMWA.2011.10.030MaRDI QIDQ2429099zbMATH OpenOpenAlexFDO

Authors Mu-Yen Chen

Publication date 22 April 2012

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.camwa.2011.10.030

zbMATH Keywords

decision tree classificationfinancial bankruptcy predictionsupport vector machine

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cites work

• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• Comparing extended classifier system and genetic programming for financial forecasting: an empirical study
• DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique
• Genetic programming and rough sets: a hybrid approach to bankruptcy classification
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 1089157 (Why is no real title available?)
• scientific article; zbMATH DE number 1391397 (Why is no real title available?)
• scientific article; zbMATH DE number 1392848 (Why is no real title available?)
• Multicriteria decision aid methods for the prediction of business failure
• Self-organization and associative memory.
• The Influence Function as an Aid in Outlier Detection in Discriminant Analysis
• The influence of observations on misclassification probability in multiple discriminant analysis

Cited in

(11)

• Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
• Bankruptcy prediction: evidence from Vietnam
• An ideal tri-population approach for unconstrained optimization and applications
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• A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress
• The comparison of enterprise bankruptcy forecasting method
• Data mining applications in accounting and finance context
• Bankruptcy prediction: A comparison of some statistical and machine learning techniques
• Applications of big data and AI-driven technologies in high-dimensional data analysis: Taiwanese bankruptcy prediction using machine learning models with factor analysis
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review

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