A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress

DOI10.1080/14697688.2015.1008029zbMath1398.91679OpenAlexW2026701434MaRDI QIDQ4683114

Ssu-Hsiang Wang, Ching-Hsue Cheng

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1008029

zbMATH Keywords

rough set theoryfinancial distressfinancial ratiosmulti-attributes selection

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)

Uses Software

• LERS
• C4.5
• PRMLT

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