Machine learning in financial crisis prediction: a survey
WY Lin, YH Hu, CF Tsai - IEEE Transactions on Systems, Man …, 2011 - ieeexplore.ieee.org
For financial institutions, the ability to predict or forecast business failures is crucial, as
incorrect decisions can have direct financial consequences. Bankruptcy prediction and …
incorrect decisions can have direct financial consequences. Bankruptcy prediction and …
A genetic algorithm approach for SMEs bankruptcy prediction: Empirical evidence from Italy
N Gordini - Expert systems with applications, 2014 - Elsevier
Bankruptcy prediction is a topic, which affect the economic well being of all countries.
Having an accurate company default prediction model, which can pick up on time the signs …
Having an accurate company default prediction model, which can pick up on time the signs …
A real-valued genetic algorithm to optimize the parameters of support vector machine for predicting bankruptcy
Two parameters, C and σ, must be carefully predetermined in establishing an efficient
support vector machine (SVM) model. Therefore, the purpose of this study is to develop a …
support vector machine (SVM) model. Therefore, the purpose of this study is to develop a …
Hybrid genetic algorithm and fuzzy clustering for bankruptcy prediction
CH Chou, SC Hsieh, CJ Qiu - Applied Soft Computing, 2017 - Elsevier
In the design of a financial bankruptcy prediction model, financial ratio selection and
classifier design play major roles. Methodology based on expert opinion, statistical theory …
classifier design play major roles. Methodology based on expert opinion, statistical theory …
A cross model study of corporate financial distress prediction in Taiwan: Multiple discriminant analysis, logit, probit and neural networks models
TH Lin - Neurocomputing, 2009 - Elsevier
In 2008, financial tsunami started to impair the economic development of many countries,
including Taiwan. The prediction of financial crisis turns to be much more important and …
including Taiwan. The prediction of financial crisis turns to be much more important and …
Bankruptcy forecasting: A hybrid approach using Fuzzy c-means clustering and Multivariate Adaptive Regression Splines (MARS)
During the last years, hybrid models have proven to be a promising approach for the design
of classification systems for the forecasting of bankruptcy. In the present research we …
of classification systems for the forecasting of bankruptcy. In the present research we …
Adaptive clustering ensembles
Clustering ensembles combine multiple partitions of the given data into a single clustering
solution of better quality. Inspired by the success of supervised boosting algorithms, we …
solution of better quality. Inspired by the success of supervised boosting algorithms, we …
An insight into the experimental design for credit risk and corporate bankruptcy prediction systems
V García, AI Marqués, JS Sánchez - Journal of Intelligent Information …, 2015 - Springer
Over the last years, it has been observed an increasing interest of the finance and business
communities in any application tool related to the prediction of credit and bankruptcy risk …
communities in any application tool related to the prediction of credit and bankruptcy risk …
Business failure, efficiency, and volatility: Evidence from the European insurance industry
We analyze the operations and performance of insurance companies that left the insurance
market from 2006 to 2013. Using a large European sample (2060 insurers from 16 countries …
market from 2006 to 2013. Using a large European sample (2060 insurers from 16 countries …
Applications of genetic programming to finance and economics: past, present, future
While the origins of genetic programming (GP) stretch back over 50 years, the field of GP
was invigorated by John Koza's popularisation of the methodology in the 1990s. A particular …
was invigorated by John Koza's popularisation of the methodology in the 1990s. A particular …