메뉴 건너뛰기




Volumn 33, Issue 2, 2007, Pages 434-440

Predicting corporate financial distress based on integration of support vector machine and logistic regression

Author keywords

Corporate financial distress; Empirical risk; Logistic regression; Prediction; Support vector machine

Indexed keywords

OPTIMIZATION; PROBABILITY; PROBLEM SOLVING; REGRESSION ANALYSIS;

EID: 33846454686     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2006.05.006     Document Type: Article
Times cited : (183)

References (15)
  • 1
    • 84980104458 scopus 로고
    • Financial ratios, discriminant analysis and the prediction of corporate bankruptcy
    • Altman E.L. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of Finance 23 3 (1968) 589-609
    • (1968) The Journal of Finance , vol.23 , Issue.3 , pp. 589-609
    • Altman, E.L.1
  • 3
    • 0002554419 scopus 로고
    • Financial ratios as predictors of failure, empirical research in accounting: selected studied
    • Beaver W. Financial ratios as predictors of failure, empirical research in accounting: selected studied. Journal of Accounting Research (1966) 71-111
    • (1966) Journal of Accounting Research , pp. 71-111
    • Beaver, W.1
  • 4
    • 0030143666 scopus 로고    scopus 로고
    • A survey of business failure with an emphasis on prediction methods and industrial applications
    • Dimitras A.I., Zanakis S.H., and Zopounidis C. A survey of business failure with an emphasis on prediction methods and industrial applications. European Journal of Operational Research 90 3 (1996) 487-513
    • (1996) European Journal of Operational Research , vol.90 , Issue.3 , pp. 487-513
    • Dimitras, A.I.1    Zanakis, S.H.2    Zopounidis, C.3
  • 5
    • 33750482196 scopus 로고    scopus 로고
    • Hua, Z. S., Li, S. J., & Tao, Z. (2006). A rule-based risk decision-making approach and its application in China's customs inspection decision. Journal of the Operational Research Society, advance online publication 1 March 2006; doi:10.1057/palgrave.jors.2602119. Available online at http://www.palgrave-journals.com/jors/journal/vaop/ncurrent/index.html.
  • 6
    • 13544267510 scopus 로고    scopus 로고
    • Forecasting stock market movement direction with support vector machine
    • Huang W., Nakamoria Y., and Wang S.Y. Forecasting stock market movement direction with support vector machine. Computers & Operations Research 32 (2005) 2513-2522
    • (2005) Computers & Operations Research , vol.32 , pp. 2513-2522
    • Huang, W.1    Nakamoria, Y.2    Wang, S.Y.3
  • 7
    • 33846443831 scopus 로고    scopus 로고
    • Hsu, C. W., Chang C. C., & Lin C. J. (2004). A practical guide to support vector classification. Department of Computer Science & Information Engineering, National Taiwan University, Taiwan. Technical Report, 1-12. Available at: www.csie.ntu.edu.tw/~cjlin/papers/guide/guide.pdf.
  • 8
    • 0001644591 scopus 로고
    • Bimarix equilibrium points and mathematical programming
    • Lemke C.E. Bimarix equilibrium points and mathematical programming. Management Science 11 (1965) 681-689
    • (1965) Management Science , vol.11 , pp. 681-689
    • Lemke, C.E.1
  • 10
    • 17844363481 scopus 로고    scopus 로고
    • Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters
    • Min J.H., and Lee Y.C. Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters. Expert Systems with Applications 28 (2005) 603-614
    • (2005) Expert Systems with Applications , vol.28 , pp. 603-614
    • Min, J.H.1    Lee, Y.C.2
  • 11
    • 8644219554 scopus 로고    scopus 로고
    • Probabilistic SVM outputs for pattern recognition using analytical geometry
    • Madevska-Bogdanova A., Nikolik D., and Curfs L. Probabilistic SVM outputs for pattern recognition using analytical geometry. Neurocomputing 62 (2004) 293-303
    • (2004) Neurocomputing , vol.62 , pp. 293-303
    • Madevska-Bogdanova, A.1    Nikolik, D.2    Curfs, L.3
  • 12
    • 0000666375 scopus 로고
    • Financial ratios and the probabilistic prediction of bankruptcy
    • Ohlson J. 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
  • 13
    • 0001869303 scopus 로고
    • Predicting commercial bank failure since deregulation
    • Pantalone C., and Platt M.B. Predicting commercial bank failure since deregulation. New England Economic Review (1987) 37-47
    • (1987) New England Economic Review , pp. 37-47
    • Pantalone, C.1    Platt, M.B.2
  • 14
    • 0001023715 scopus 로고    scopus 로고
    • Application of support vector machines in financial time series forecasting
    • Tay F.E.H., and Cao L. Application of support vector machines in financial time series forecasting. Omega 29 (2001) 309-317
    • (2001) Omega , vol.29 , pp. 309-317
    • Tay, F.E.H.1    Cao, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.