Robust neural modeling for the cross-sectional analysis of accounting information

DOI10.1016/J.EJOR.2005.10.064zbMATH Open1109.62082OpenAlexW2017064439WikidataQ57896159 ScholiaQ57896159MaRDI QIDQ856316FDOQ856316

Authors Manuel Landajo, Javier De Andrés, Pedro Lorca

Publication date 7 December 2006

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2005.10.064

zbMATH Keywords

artificial neural networksrobust regressionsimulationsfirm sizeeconomic analysisaccounting ratiosfinancial ratiosNACE Code manufactoring

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Learning and adaptive systems in artificial intelligence (68T05) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cites work

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• A hybrid intelligent system for predicting bank holding structures
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• Consequences and Detection of Misspecified Nonlinear Regression Models
• Forecasting business profitability by using classification techniques: a comparative analysis based on a Spanish case
• Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
• Multilayer feedforward networks are universal approximators
• Nonparametric estimation via empirical risk minimization
• Prediction of commercial bank failure via multivariate statistical analysis of financial structures: the Turkish case
• Prediction of company acquisition in Greece by means of the rough set approach
• Sieve Extremum Estimates for Weakly Dependent Data

Cited in

(4)

• Artificial neural network models for predicting patterns in auditing monthly balances
• Forecasting wind speed with recurrent neural networks
• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
• Sparse regression for large data sets with outliers

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• nlmdl

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