Forecasting financial failure using a Kohonen map: a comparative study to improve model stability over time
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Publication:1926866
DOI10.1016/j.ejor.2012.04.006zbMath1253.91194OpenAlexW1991756629MaRDI QIDQ1926866
Philippe du Jardin, Eric Séverin
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/39935/1/MPRA_paper_39935.pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
Related Items (7)
A data analytic approach to forecasting daily stock returns in an emerging market ⋮ Designing topological data to forecast bankruptcy using convolutional neural networks ⋮ A transformer-based model for default prediction in mid-cap corporate markets ⋮ Optimization approaches to supervised classification ⋮ Forecasting corporate failure using ensemble of self-organizing neural networks ⋮ Bankruptcy prediction using terminal failure processes ⋮ Can earnings management information improve bankruptcy prediction models?
Cites Work
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- Methodological comparison between DEA (data envelopment analysis) and DEA-DA (discriminant analysis) from the perspective of bankruptcy assessment
- A neural network for classifying the financial health of a firm
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- A Monte Carlo study of thirty internal criterion measures for cluster analysis
- Theoretical aspects of the SOM algorithm
- Financial applications of a tabu search variable selection model
- Managerial Applications of Neural Networks: The Case of Bank Failure Predictions
- A Branch and Bound Algorithm for Feature Subset Selection
- On a Statistical Problem Arising in the Classification of an Individual into One of Two Groups
- Efficient variable screening for multivariate analysis
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