Genetic programming for the prediction of insolvency in non-life insurance companies

DOI10.1016/J.COR.2003.08.015MaRDI QIDQ706987zbMATHOpenAlexFDO

Authors Sancho Salcedo-Sanz, José-Luis Fernández-Villacañas, María Jesús Segovia-Vargas, Carlos Bousoño-Calzón

Publication date 9 February 2005

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

Full work available at URL https://doi.org/10.1016/j.cor.2003.08.015

zbMATH Keywords

support vector machinesRough set

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

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Cites work

• scientific article; zbMATH DE number 53312 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• scientific article; zbMATH DE number 795587 (Why is no real title available?)
• scientific article; zbMATH DE number 867338 (Why is no real title available?)
• A survey of business failures with an emphasis on prediction methods and industrial applications
• Business failure prediction using rough sets
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
• Multicriteria decision aid methods for the prediction of business failure

Cited in

(6)

• Finding Relevant Variables in a Financial Distress Prediction Problem Using Genetic Programming and Self-organizing Maps
• Fuzzy, distributed, instance counting, and default artmap neural networks for financial diagnosis
• Strong Typing, Variable Reduction and Bloat Control for Solving the Bankruptcy Prediction Problem Using Genetic Programming
• Predicting non-life insurer's insolvency using non-kernel fuzzy quadratic surface support vector machines
• Coupling a memetic algorithm to simulation models for promising multi-period asset allocations
• A Generic Scheme for Generating Prediction Rules Using Rough Sets

Describes a project that uses

Uses Software

• Genocop
• ROSE

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