Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis

DOI10.1016/S0377-2217(98)00051-4zbMath0995.62506OpenAlexW1988221687MaRDI QIDQ1610124

Daniel C. Indro, Michael Y. Hu, Guoqiang Zhang, B. Eddy Patuwo

Publication date: 18 August 2002

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

Full work available at URL: https://doi.org/10.1016/s0377-2217(98)00051-4

zbMATH Keywords

neural networksbankruptcy predictionBayesian classifiers

Mathematics Subject Classification ID

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Cites Work

• A neural network for classifying the financial health of a firm
• Multilayer feedforward networks are universal approximators
• Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
• The Predictive Sample Reuse Method with Applications
• Choosing Between Logistic Regression and Discriminant Analysis
• A GRG2-Based System for Training Neural Networks: Design and Computational Experience
• Learning representations by back-propagating errors
• Approximation by superpositions of a sigmoidal function
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