A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction

DOI10.1007/S10479-019-03223-0MaRDI QIDQ828854zbMATH OpenOpenAlexWikidataFDO

Authors N. E. Zubov

Publication date 5 May 2021

Published in Annals of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10479-019-03223-0

zbMATH Keywords

bankruptcyout-of-sample prediction\(k\)-nearest neighbour classifierCBRin-sample predictionrisk class predictionVIKOR classifier

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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

Cites work

• A novel two-phase group decision making approach for construction project selection in a fuzzy environment
• 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
• Combined DEMATEL technique with hybrid MCDM methods for creating the aspired intelligent global manufacturing \& logistics systems
• Extended VIKOR method in comparison with outranking methods
• Modeling fuzzy capacitated p-hub center problem and a genetic algorithm solution
• Nonlinear Programming
• 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

Describes a project that uses

Uses Software

• VIKOR

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)