A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction
DOI10.1007/S10479-019-03223-0zbMATH Open1461.91374OpenAlexW2938869434WikidataQ128118885 ScholiaQ128118885MaRDI QIDQ828854FDOQ828854
Authors: N. E. Zubov 
Publication date: 5 May 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-019-03223-0
Recommendations
- Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design
- Prediction of bankruptcy using support vector machines: an application to bank bankruptcy
- Bankruptcy prediction: evidence from Vietnam
- Business failure prediction using the UTADIS multicriteria analysis method
- Hybrid classifiers for financial multicriteria decision making: The case of bankruptcy prediction
bankruptcyout-of-sample prediction\(k\)-nearest neighbour classifierCBRin-sample predictionrisk class predictionVIKOR classifier
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
Cites Work
- Extended VIKOR method in comparison with outranking methods
- Nonlinear Programming
- Combined DEMATEL technique with hybrid MCDM methods for creating the aspired intelligent global manufacturing \& logistics systems
- A novel two-phase group decision making approach for construction project selection in a fuzzy environment
- Modeling fuzzy capacitated p-hub center problem and a genetic algorithm solution
- An out-of-sample evaluation framework for DEA with application in bankruptcy prediction
- Applying improved DEA \(\&\) VIKOR methods to evaluate the operation performance for world's major TFT-LCD manufacturers
- Regional earthquake vulnerability assessment using a combination of MCDM methods
Cited In (5)
- Prediction of a financial crisis in Latin American companies using the mixed logistic regression model
- Banks' business strategies on the edge of distress
- Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design
- A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress
- Optimizing predictive precision in imbalanced datasets for actionable revenue change prediction
Uses Software
This page was built for publication: A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q828854)
