A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress

DOI10.1080/14697688.2015.1008029zbMath1398.91679OpenAlexW2026701434MaRDI QIDQ4683114

Ssu-Hsiang Wang, Ching-Hsue Cheng

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1008029

zbMATH Keywords

rough set theoryfinancial distressfinancial ratiosmulti-attributes selection

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)

Uses Software

• LERS
• C4.5
• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The herd behavior index: a new measure for the implied degree of co-movement in stock markets
• Rough set approach to knowledge-based decision support
• PRMLT
• Bankruptcy prediction in firms with statistical and intelligent techniques and a comparison of evolutionary computation approaches
• Systemic risk tradeoffs and option prices
• Bayesian kernel based classification for financial distress detection
• FIX: The Fear Index—Measuring Market Fear
• Rough sets
• Designing a DSS for the assessment of company performance and viability
• 10.1162/153244303322753616
• Rule extraction from expert heuristics: A comparative study of rough sets with neural networks and ID3
• Gene selection for cancer classification using support vector machines
• Data mining. Concepts and techniques

This page was built for publication: A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress