Empirical models based on features ranking techniques for corporate financial distress prediction

DOI10.1016/J.CAMWA.2012.06.003MaRDI QIDQ356191zbMATH OpenOpenAlexFDO

Authors Kin Keung Lai, Jerome Yen, Ligang Zhou

Publication date 25 July 2013

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

Full work available at URL https://doi.org/10.1016/j.camwa.2012.06.003

zbMATH Keywords

empirical modelsfeatures rankingfinancial distress prediction

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 1834445 (Why is no real title available?)
• scientific article; zbMATH DE number 1843268 (Why is no real title available?)
• scientific article; zbMATH DE number 1391397 (Why is no real title available?)
• A decision-theoretic generalization of on-line learning and an application to boosting
• Bankruptcy prediction in banks and firms via statistical and intelligent techniques -- a review
• Data Mining and Knowledge Discovery Handbook
• Statistical comparisons of classifiers over multiple data sets

Cited in

(7)

• On the risk prediction and analysis of soft information in finance reports
• Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions
• Financial distress early warning based on group decision making
• Dynamic prediction of financial distress based on Kalman filtering
• A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress
• Financial distress prediction using support vector machines and logistic regression
• Improving accuracy of financial distress prediction by considering volatility: an interval-data-based discriminant model

Describes a project that uses

Uses Software

• STPRTool
• C4.5
• RegEM

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