-
1
-
-
0003323261
-
Neural networks in corporate failure prediction: The UK experience
-
A.P.N. Refenes, Y. Abu-Mostafa, J. Moody, A. Weigend (Eds.), World Scientific, Singapore
-
Y. Alici, Neural networks in corporate failure prediction: The UK experience, in: A.P.N. Refenes, Y. Abu-Mostafa, J. Moody, A. Weigend (Eds.), Neural Networks in Financial Engineering, World Scientific, Singapore, 1996, pp. 393-406.
-
(1996)
Neural Networks in Financial Engineering
, pp. 393-406
-
-
Alici, Y.1
-
2
-
-
84980104458
-
Financial ratios, discriminate analysis and the prediction of corporate bankruptcy
-
E.L. Altman, Financial ratios, discriminate analysis and the prediction of corporate bankruptcy, Journal of Finance 23 (3) (1968) 589-609.
-
(1968)
Journal of Finance
, vol.23
, Issue.3
, pp. 589-609
-
-
Altman, E.L.1
-
4
-
-
43949151078
-
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)
-
E.I. Altman, G. Marco, F. Varetto, Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience), Journal of Banking and Finance 18 (1994) 505-529.
-
(1994)
Journal of Banking and Finance
, vol.18
, pp. 505-529
-
-
Altman, E.I.1
Marco, G.2
Varetto, F.3
-
5
-
-
0001024110
-
First- and second-order methods for learning: Between steepest descent and Newton's method
-
R. Battiti, First- and second-order methods for learning: Between steepest descent and Newton's method, Neural Computation 4 (2) (1992) 141-166.
-
(1992)
Neural Computation
, vol.4
, Issue.2
, pp. 141-166
-
-
Battiti, R.1
-
7
-
-
0002818221
-
Neural nets vs. Logistic regression: A comparison of each model's ability to predict commercial bank failures
-
T.B. Bell, G.S. Ribar, J. Verchio, Neural nets vs. Logistic regression: A comparison of each model's ability to predict commercial bank failures, in: Proceedings of the 1990 Deloitte Touche/University of Kansas Symposium on Auditing Problems, 1990, pp. 29-53.
-
(1990)
Proceedings of the 1990 Deloitte Touche/University of Kansas Symposium on Auditing Problems
, pp. 29-53
-
-
Bell, T.B.1
Ribar, G.S.2
Verchio, J.3
-
8
-
-
0029492199
-
Effectiveness of neural network types for prediction of business failure
-
J.E. Boritz, D.B. Kennedy, Effectiveness of neural network types for prediction of business failure, Expert Systems with Applications 9 (4) (1995) 503-512.
-
(1995)
Expert Systems with Applications
, vol.9
, Issue.4
, pp. 503-512
-
-
Boritz, J.E.1
Kennedy, D.B.2
-
9
-
-
0002306319
-
Predicting corporate failure using a neural network approach
-
J.E. Boritz, D.B. Kennedy, A. de Miranda e Albuquerque, Predicting corporate failure using a neural network approach, Intelligent Systems in Accounting, Finance and Management 4 (1995) 95-111.
-
(1995)
Intelligent Systems in Accounting, Finance and Management
, vol.4
, pp. 95-111
-
-
Boritz, J.E.1
Kennedy, D.B.2
De Miranda E Albuquerque, A.3
-
10
-
-
0001876744
-
A neural network method for obtaining an early warning of insurer insolvency
-
P.L. Brockett, W.W. Cooper, L.L. Golden, U. Pitaktong, A neural network method for obtaining an early warning of insurer insolvency, The Journal of Risk and Insurance 61 (3) (1994) 402-424.
-
(1994)
The Journal of Risk and Insurance
, vol.61
, Issue.3
, pp. 402-424
-
-
Brockett, P.L.1
Cooper, W.W.2
Golden, L.L.3
Pitaktong, U.4
-
11
-
-
0012580072
-
Recognizing financial distress patterns using a neural network tool
-
P.K. Coats, L.F. Fant, Recognizing financial distress patterns using a neural network tool, Financial Management (1993) 142-155.
-
(1993)
Financial Management
, pp. 142-155
-
-
Coats, P.K.1
Fant, L.F.2
-
12
-
-
0008975556
-
Neural networks for bankruptcy prediction: The power to solve financial problems
-
K.G. Coleman, T.J. Graettinger, W.F. Lawrence, Neural networks for bankruptcy prediction: The power to solve financial problems, AI Review (1991) 48-50.
-
(1991)
AI Review
, pp. 48-50
-
-
Coleman, K.G.1
Graettinger, T.J.2
Lawrence, W.F.3
-
13
-
-
0029409251
-
Neural modeling for time series: A statistical stepwise method for weight elimination
-
M.B. Cottrell, Y. Girard, M. Mangeas, C. Muller, Neural modeling for time series: A statistical stepwise method for weight elimination, IEEE Transactions on Neural Networks 6 (6) (1995) 1355-1364.
-
(1995)
IEEE Transactions on Neural Networks
, vol.6
, Issue.6
, pp. 1355-1364
-
-
Cottrell, M.B.1
Girard, Y.2
Mangeas, M.3
Muller, C.4
-
14
-
-
0024861871
-
Approximation by superpositions of a sigmoidal function
-
G. Cybenko, Approximation by superpositions of a sigmoidal function, Mathematical Control Signals Systems 2 (1989) 303-314.
-
(1989)
Mathematical Control Signals Systems
, vol.2
, pp. 303-314
-
-
Cybenko, G.1
-
16
-
-
84974012882
-
An empirical test of financial ratio analysis for small business failure prediction
-
R. Edmister, An empirical test of financial ratio analysis for small business failure prediction, Journal of Finance and Quantitative Analysis 7 (1972) 1477-1493.
-
(1972)
Journal of Finance and Quantitative Analysis
, vol.7
, pp. 1477-1493
-
-
Edmister, R.1
-
17
-
-
84945737762
-
A leisurely look at the bootstrap, the jackknife and crossvalidation
-
B. Efron, G. Gong, A leisurely look at the bootstrap, the jackknife and crossvalidation, American Statistician 37 (1983) 36-48.
-
(1983)
American Statistician
, vol.37
, pp. 36-48
-
-
Efron, B.1
Gong, G.2
-
19
-
-
0000152448
-
Forecasting with neural networks: An application using bankruptcy data
-
D. Fletcher, E. Goss, Forecasting with neural networks: An application using bankruptcy data, Information and Management 24 (1993) 159-167.
-
(1993)
Information and Management
, vol.24
, pp. 159-167
-
-
Fletcher, D.1
Goss, E.2
-
22
-
-
0000103552
-
A comparison of the discriminant analysis and logistic regression under multivariate normality
-
P.K. Sen (Ed.), North-Holland, Amsterdam
-
F.E. Harreli, K.L. Lee, A comparison of the discriminant analysis and logistic regression under multivariate normality, in: P.K. Sen (Ed.), Biostatistics: Statistics in Bionmedical, Public Health, and Environmental Sciences, North-Holland, Amsterdam, 1985.
-
(1985)
Biostatistics: Statistics in Bionmedical, Public Health, and Environmental Sciences
-
-
Harreli, F.E.1
Lee, K.L.2
-
23
-
-
0025751820
-
Approximation capabilities of multilayer feedforward networks
-
K. Hornik, Approximation capabilities of multilayer feedforward networks, Neural Networks 4 (1991) 251-257.
-
(1991)
Neural Networks
, vol.4
, pp. 251-257
-
-
Hornik, K.1
-
24
-
-
0027812765
-
Some new results on neural network approximation
-
K. Hornik, Some new results on neural network approximation, Neural Networks 6 (1993) 1069-1072.
-
(1993)
Neural Networks
, vol.6
, pp. 1069-1072
-
-
Hornik, K.1
-
25
-
-
0024880831
-
Multilayer feedforward networks are universal approximators
-
K. Hornik, M. Stinchcombe, H. White, Multilayer feedforward networks are universal approximators, Neural Networks 2 (1989) 359-366.
-
(1989)
Neural Networks
, vol.2
, pp. 359-366
-
-
Hornik, K.1
Stinchcombe, M.2
White, H.3
-
26
-
-
0023602784
-
Comparisons between neural net and conventional classifiers
-
San Diego, CA
-
W.Y. Huang, R.P. Lippmann, Comparisons between neural net and conventional classifiers, in: IEEE First International Conference on Neural Networks, vol. IV, San Diego, CA, 1987, pp. 485-493.
-
(1987)
IEEE First International Conference on Neural Networks
, vol.4
, pp. 485-493
-
-
Huang, W.Y.1
Lippmann, R.P.2
-
28
-
-
0002233827
-
Estimating posterior probabilities in classification problems with neural networks
-
M.S. Hung, M.Y. Hu, M. Shanker, B.E. Patuwo, Estimating posterior probabilities in classification problems with neural networks, International Journal of Computational Intelligence and Organizations 1 (1996) 49-60.
-
(1996)
International Journal of Computational Intelligence and Organizations
, vol.1
, pp. 49-60
-
-
Hung, M.S.1
Hu, M.Y.2
Shanker, M.3
Patuwo, B.E.4
-
29
-
-
84993858137
-
Ratio analysis and the prediction of firm failure
-
C. Johnson, Ratio analysis and the prediction of firm failure, Journal of Finance 25 (1970) 1166-1168.
-
(1970)
Journal of Finance
, vol.25
, pp. 1166-1168
-
-
Johnson, C.1
-
30
-
-
0000641011
-
Current techniques in bankruptcy prediction
-
F.L. Jones, Current techniques in bankruptcy prediction, Journal of Accounting Literature 6 (1987) 131-164.
-
(1987)
Journal of Accounting Literature
, vol.6
, pp. 131-164
-
-
Jones, F.L.1
-
31
-
-
0344613950
-
Corporate distress diagnosis - An international comparison
-
A.P.N. Refenes, Y. Abu-Mostafa, J. Moody, A. Weigend (Eds.), World Scientific, Singapore
-
M. Kerling, Corporate distress diagnosis - An international comparison, in: A.P.N. Refenes, Y. Abu-Mostafa, J. Moody, A. Weigend (Eds.), Neural Networks in Financial Engineering, World Scientific, Singapore, 1996, pp. 407-422.
-
(1996)
Neural Networks in Financial Engineering
, pp. 407-422
-
-
Kerling, M.1
-
33
-
-
0029358380
-
A neural network for classifying the financial health of a firm
-
R.C. Lacher, P.K. Coats, S.C. Sharma, L.F. Fant, A neural network for classifying the financial health of a firm, European Journal of Operations Research 85 (1995) 53-65.
-
(1995)
European Journal of Operations Research
, vol.85
, pp. 53-65
-
-
Lacher, R.C.1
Coats, P.K.2
Sharma, S.C.3
Fant, L.F.4
-
34
-
-
0030241497
-
Hybrid neural network models for bankruptcy predictions
-
K.C. Lee, I. Han, Y. Kwon, Hybrid neural network models for bankruptcy predictions, Decision Support Systems 18 (1996) 63-72.
-
(1996)
Decision Support Systems
, vol.18
, pp. 63-72
-
-
Lee, K.C.1
Han, I.2
Kwon, Y.3
-
35
-
-
84990571875
-
The application of neural networks and a qualitative response model to the auditor's going concern uncertainty decision
-
M.J. Lenard, P. Alam, G.R. Madey, The application of neural networks and a qualitative response model to the auditor's going concern uncertainty decision, Decision Science 26 (2) (1995) 209-226.
-
(1995)
Decision Science
, vol.26
, Issue.2
, pp. 209-226
-
-
Lenard, M.J.1
Alam, P.2
Madey, G.R.3
-
36
-
-
0030110988
-
Neural network prediction analysis: The bankruptcy case
-
M. Leshno, Y. Spector, Neural network prediction analysis: The bankruptcy case, Neurocomputing 10 (1996) 125-147.
-
(1996)
Neurocomputing
, vol.10
, pp. 125-147
-
-
Leshno, M.1
Spector, Y.2
-
37
-
-
0023331258
-
An introduction to computing with neural nets
-
R. Lippmann, An introduction to computing with neural nets, IEEE ASSP Magazine 4 (1987) 2-22.
-
(1987)
IEEE ASSP Magazine
, vol.4
, pp. 2-22
-
-
Lippmann, R.1
-
38
-
-
0025559251
-
A neural network model for bankruptcy prediction
-
M. Odom, R. Sharda, A neural network model for bankruptcy prediction, in: Proceedings of the IEEE International Conference on Neural Networks, II, 1990, pp. 163-168.
-
(1990)
Proceedings of the IEEE International Conference on Neural Networks
, vol.2
, pp. 163-168
-
-
Odom, M.1
Sharda, R.2
-
39
-
-
0000666375
-
Financial ratios and the probabilistic prediction of bankruptcy
-
J. Ohlson, Financial ratios and the probabilistic prediction of bankruptcy, Journal of Accounting Research 18 (1) (1980) 109-131.
-
(1980)
Journal of Accounting Research
, vol.18
, Issue.1
, pp. 109-131
-
-
Ohlson, J.1
-
40
-
-
0003663467
-
-
McGraw-Hill, New York
-
A. Papoulis, Probability, Random Variables, and Stochastic Processes, McGraw-Hill, New York, 1965.
-
(1965)
Probability, Random Variables, and Stochastic Processes
-
-
Papoulis, A.1
-
41
-
-
0023602770
-
Optimal algorithm for adaptive networks: Second order back propagation, second order direct propagation, and second order Hebbian learning
-
D.B. Parker, Optimal algorithm for adaptive networks: Second order back propagation, second order direct propagation, and second order Hebbian learning, in: Proceedings of IEEE International Conference on Neural Networks, 1987, pp. 593-600.
-
(1987)
Proceedings of IEEE International Conference on Neural Networks
, pp. 593-600
-
-
Parker, D.B.1
-
42
-
-
84990585716
-
Two-group classification using neural networks
-
E. Patuwo, M.Y. Hu, M.S. Hung, Two-group classification using neural networks, Decision Science 24 (4) (1993) 825-845.
-
(1993)
Decision Science
, vol.24
, Issue.4
, pp. 825-845
-
-
Patuwo, E.1
Hu, M.Y.2
Hung, M.S.3
-
43
-
-
0028448573
-
A classification approach using multi-layered neural networks
-
S. Piramuthu, M.J. Shaw, J.A. Gentry, A classification approach using multi-layered neural networks, Decision Support Systems 11 (1994) 509-525.
-
(1994)
Decision Support Systems
, vol.11
, pp. 509-525
-
-
Piramuthu, S.1
Shaw, M.J.2
Gentry, J.A.3
-
44
-
-
0344182397
-
Bankruptcy prediction: A comparison with discriminant analysis
-
A.P.N. Refenes (Ed.), Wiley, Chichester
-
T. Poddig, Bankruptcy prediction: A comparison with discriminant analysis, in: A.P.N. Refenes (Ed.), Neural Networks in the Capital Markets, Wiley, Chichester, 1995, pp. 311-324.
-
(1995)
Neural Networks in the Capital Markets
, pp. 311-324
-
-
Poddig, T.1
-
46
-
-
0010285292
-
Comparing connectionist and symbolic learning methods
-
G. Hanson, G. Drastal, R. Rivest (Eds.), MIT Press, Cambridge, MA
-
J.R. Quinlan, Comparing connectionist and symbolic learning methods, in: G. Hanson, G. Drastal, R. Rivest (Eds.), Computational Learning Theory and Natural Learning Systems: Constraints and Prospects, MIT Press, Cambridge, MA, 1993.
-
(1993)
Computational Learning Theory and Natural Learning Systems: Constraints and Prospects
-
-
Quinlan, J.R.1
-
48
-
-
85038258457
-
A neural network approach to bankruptcy prediction
-
W. Raghupathi, L.L. Schkade, B.S. Raju, A neural network approach to bankruptcy prediction, in: Proceedings of the IEEE 24th Annual Hawaii International Conference on Systems Sciences, vol. 4, 1991, pp. 147-155.
-
(1991)
Proceedings of the IEEE 24th Annual Hawaii International Conference on Systems Sciences
, vol.4
, pp. 147-155
-
-
Raghupathi, W.1
Schkade, L.L.2
Raju, B.S.3
-
49
-
-
0004426572
-
Bankruptcy prediction by neural network
-
R. Trippi, E. Turban (Eds.), Probus, Chicago, IL
-
E. Rahimian, S. Singh, T. Thammachote, R. Virmani, Bankruptcy prediction by neural network, in: R. Trippi, E. Turban (Eds.), Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real-World Performance, Probus, Chicago, IL, 1993, pp. 159-176.
-
(1993)
Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real-World Performance
, pp. 159-176
-
-
Rahimian, E.1
Singh, S.2
Thammachote, T.3
Virmani, R.4
-
51
-
-
0001595997
-
Neural network classifiers estimate Bayesian a posterior probabilities
-
M.D. Richard, R.P. Lippmann, Neural network classifiers estimate Bayesian a posterior probabilities, Neural Computation 3 (1991) 461-483.
-
(1991)
Neural Computation
, vol.3
, pp. 461-483
-
-
Richard, M.D.1
Lippmann, R.P.2
-
52
-
-
0027259956
-
A polynomial time algorithm for the construction and training of a class of multilayer perceptrons
-
A. Roy, L.S. Kim, S. Mukhopadhyay, A polynomial time algorithm for the construction and training of a class of multilayer perceptrons, Neural Networks 6 (1993) 535-545.
-
(1993)
Neural Networks
, vol.6
, pp. 535-545
-
-
Roy, A.1
Kim, L.S.2
Mukhopadhyay, S.3
-
53
-
-
0345476260
-
Early bankruptcy detection using neural networks
-
G. Rudorfer, Early bankruptcy detection using neural networks, APL Quote Quad 25 (4) (1995) 171-176.
-
(1995)
APL Quote Quad
, vol.25
, Issue.4
, pp. 171-176
-
-
Rudorfer, G.1
-
54
-
-
0000646059
-
Learning internal representations by error propagation
-
D.E. Rumelhart, J.L. Williams (Eds.), MIT Press, Cambridge, MA
-
D.E. Rumelhart, G.E. Hinton, R.J. Williams, Learning internal representations by error propagation, in: D.E. Rumelhart, J.L. Williams (Eds.), Parallel Distributed Processing: Explorations in the Microstructure of Cognition, MIT Press, Cambridge, MA, 1986.
-
(1986)
Parallel Distributed Processing: Explorations in the Microstructure of Cognition
-
-
Rumelhart, D.E.1
Hinton, G.E.2
Williams, R.J.3
-
55
-
-
84988828223
-
Neural networks: A new tool for predicting thrift failures
-
L.M. Salchengerger, E.M. Cinar, N.A. Lash, Neural networks: A new tool for predicting thrift failures, Decision Sciences 23 (4) (1992) 899-916.
-
(1992)
Decision Sciences
, vol.23
, Issue.4
, pp. 899-916
-
-
Salchengerger, L.M.1
Cinar, E.M.2
Lash, N.A.3
-
56
-
-
0030201218
-
Effect of data standardization on neural network training
-
M. Shanker, M.Y. Hu, M.S. Hung, Effect of data standardization on neural network training, Omega 24 (4) (1996) 385-397.
-
(1996)
Omega
, vol.24
, Issue.4
, pp. 385-397
-
-
Shanker, M.1
Hu, M.Y.2
Hung, M.S.3
-
57
-
-
0000669406
-
Neural network experiments in business-failure forecasting: Predictive performance measurement issues
-
R. Sharda, R.L. Wilson, Neural network experiments in business-failure forecasting: Predictive performance measurement issues, International Journal of Computational Intelligence and Organizations 1 (2) (1996) 107-117.
-
(1996)
International Journal of Computational Intelligence and Organizations
, vol.1
, Issue.2
, pp. 107-117
-
-
Sharda, R.1
Wilson, R.L.2
-
58
-
-
0000629975
-
Cross-validatory choice and assessment of statistical predictions
-
M. Stone, Cross-validatory choice and assessment of statistical predictions, Journal of the Royal Statistical Society B 36 (1974) 111-147.
-
(1974)
Journal of the Royal Statistical Society B
, vol.36
, pp. 111-147
-
-
Stone, M.1
-
59
-
-
0000857154
-
A GRG2-based system for training neural networks: Design and computational experience
-
V. Subramianian, M.S. Hung, A GRG2-based system for training neural networks: Design and computational experience, ORSA Journal on Computing 5 (4) (1993) 386-394.
-
(1993)
ORSA Journal on Computing
, vol.5
, Issue.4
, pp. 386-394
-
-
Subramianian, V.1
Hung, M.S.2
-
60
-
-
0001273663
-
Neural network models and the prediction of bank bankruptcy
-
K.Y. Tam, Neural network models and the prediction of bank bankruptcy, OMEGA 19 (5) (1991) 429-445.
-
(1991)
OMEGA
, vol.19
, Issue.5
, pp. 429-445
-
-
Tam, K.Y.1
-
61
-
-
84997479670
-
Managerial applications of neural networks: The case of bank failure predictions
-
K.Y. Tam, M.Y. Kiang, Managerial applications of neural networks: The case of bank failure predictions, Management Science 38 (7) (1992) 926-947.
-
(1992)
Management Science
, vol.38
, Issue.7
, pp. 926-947
-
-
Tam, K.Y.1
Kiang, M.Y.2
-
62
-
-
0003837795
-
-
Probus, Chicago, IL
-
R.R. Trippi, E. Turban, Neural Networks in Finance and Investment: Using Artificial Intelligence to Improve Real-World Performance, Probus, Chicago, IL, 1993.
-
(1993)
Neural Networks in Finance and Investment: Using Artificial Intelligence to Improve Real-World Performance
-
-
Trippi, R.R.1
Turban, E.2
-
63
-
-
0000126580
-
Prediction Japanese corporate bankruptcy in terms of financial data using neural network
-
J. Tsukuda, S. Baba, Prediction Japanese corporate bankruptcy in terms of financial data using neural network, Computers and Industrial Engineering 27 (1994) 445-448.
-
(1994)
Computers and Industrial Engineering
, vol.27
, pp. 445-448
-
-
Tsukuda, J.1
Baba, S.2
-
64
-
-
0001727672
-
Neural network performance on the bankruptcy classification problem
-
G. Udo, Neural network performance on the bankruptcy classification problem, Computers and Industrial Engineering 25 (1993) 377-380.
-
(1993)
Computers and Industrial Engineering
, vol.25
, pp. 377-380
-
-
Udo, G.1
-
65
-
-
0028319326
-
A procedure for determining the topology of multilayer feedforward neural networks
-
Z. Wang, C.D. Massimo, M.T. Tham, A.J. Morris, A procedure for determining the topology of multilayer feedforward neural networks, Neural Networks 7 (1994) 291-300.
-
(1994)
Neural Networks
, vol.7
, pp. 291-300
-
-
Wang, Z.1
Massimo, C.D.2
Tham, M.T.3
Morris, A.J.4
-
66
-
-
0028444978
-
Bankruptcy prediction using neural networks
-
R.L. Wilson, R. Sharda, Bankruptcy prediction using neural networks, Decision Support Systems 11 (1994) 545-557.
-
(1994)
Decision Support Systems
, vol.11
, pp. 545-557
-
-
Wilson, R.L.1
Sharda, R.2
|