Bankruptcy prediction in firms with statistical and intelligent techniques and a comparison of evolutionary computation approaches

DOI10.1016/J.CAMWA.2011.10.030zbMath1236.91146OpenAlexW1966303763MaRDI QIDQ2429099

Mu-Yen Chen

Publication date: 22 April 2012

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.10.030

zbMATH Keywords

support vector machinedecision tree classificationfinancial bankruptcy prediction

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (3)

An ideal tri-population approach for unconstrained optimization and applications ⋮ Multi-criteria ranking of corporate distress prediction models: empirical evaluation and methodological contributions ⋮ A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress

Cites Work

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• Comparing extended classifier system and genetic programming for financial forecasting: an empirical study
• The Influence Function as an Aid in Outlier Detection in Discriminant Analysis
• The influence of observations on misclassification probability in multiple discriminant analysis

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