New evolutionary bankruptcy forecasting model based on genetic algorithms and neural networks

Proceedings - International Conference on Tools with Artificial Intelligence, ICTAI

Volumn 2005, Issue , 2005, Pages 241-245

  Abdelwahed, Trabelsi ^a   Amir, Esseghir Mohamed ^a  

^a Higher Institute of Management   (Tunisia)

Author keywords

[No Author keywords available]

Indexed keywords

BANKRUPTCY FORECASTING; NEURAL NETWORK CLASSIFIER;

ARTIFICIAL INTELLIGENCE; GENETIC ALGORITHMS; MATHEMATICAL MODELS; NEURAL NETWORKS; PROBLEM SOLVING; STATISTICAL METHODS;

ELECTRONIC COMMERCE;

EID: 33845890773     PISSN: 10823409     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICTAI.2005.92     Document Type: Conference Paper

References (14)

1. F. A. Atiya. Bankruptcy prediction for credit risk using neural networks: A survey and new results. IEEE Transactions on Neural Networks, 12(4), JULY 2001.
2. B. Back, T. leitinen, K. Sere, and M. V. Wezel. Choosing best set of bankruptcy predictors' using diascriminant analysis, logit analysis and genetic algorithms, technical report ISBN 951-650-828-6 40, Turku Center for computer science, September 1996.
3. B. Back and K. Sere. Comparative study of neural networks in bankruptcy prediction. Conference on Artificial Intelligence Research Finland, 1994.
4. D. Curran and C. OŔiordan. Applying evolutionnary computation to designing neural networks: A study of the state of the art. Technical report nuig-111002, National university of Ireland, Galway, October 2002.
5. G. Eidleman. Z scores: a guide to failure prediction. The CPA Journal New York, 65:52-61, February 1995.
6. D. E. Goldberg. Genetic algorithms in search, optimization and machine learning. Addison Wesley, 1989.
7. J. S. Grice and R. W. Ingram. Test of the generalizability of altman's bankruptcy prediction model. Journal of Business Research, 54:53-61, 2001.
8. K. C. Lee, I. Han, and Y. Kwon. Hybrid neural networks models for bankruptcy prediction. Decision Support System, 18:63-62, 1996.
9. X. Li and N. D. Gupta, editors. Neural Networks in Financial Failure Prediction-A Revisit. Decision Sciences Institute, 2002.
10. T. E. McKee and M. Greenstein. Predicting bankruptcy using recursive partitioning and a realistically proportioned datasets. Journal of Forecasting, 19:219-230, 2000.
11. P. C. Pendhrkar. An empirical study of design and testing of hybrid evolutionnary- neural approach for classification. The International journal of Management Science, 29:361-374, April 2001.
12. K. S. Shin, T. S. Lee, and H. J. Kim. An application of support vector machines in bankruptcy prediction model. Expert Systems with Applications, 28:127-135, 2005.
13. K. S. Shin and Y. Lee. A genetic algorithm application in bankruptcy prediction modeling. Expert Systems with Applications, 2002.
14. K. O. Stanley and R. Miikkulainen. Evolving neural networks through augmenting topologies. Tecnical report trai-01-290. The university of texas Department of CS, June 2001.