An empirical study of classification algorithm evaluation for financial risk prediction

Applied Soft Computing Journal

Volumn 11, Issue 2, 2011, Pages 2906-2915

  Peng, Yi ^a   Wang, Guoxun ^a   Kou, Gang ^a   Shi, Yong ^b,c  

^a UNIVERSITY OF ELECTRONIC SCIENCE AND TECHNOLOGY OF CHINA   (China)

^b INSTITUTE OF GEOLOGY AND GEOPHYSICS   (China)

^c UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Classification algorithm; Financial risk prediction; Knowledge rich financial risk analysis; Multiple criteria decision making (MCDM)

Indexed keywords

CLASSIFICATION ALGORITHM; CLASSIFICATION METHODS; CLASSIFICATION RESULTS; CREDIT RISKS; DATA SETS; EARLY DETECTION; EMPIRICAL STUDIES; ENSEMBLE METHODS; FINANCIAL RISK MANAGEMENT; FINANCIAL RISKS; FRAUD RISK; KNOWLEDGE-RICH FINANCIAL RISK ANALYSIS; MULTIPLE CRITERIA DECISION MAKING; MULTIPLE CRITERIA DECISION MAKING (MCDM); PERFORMANCE MEASURE; PROMETHEE; TWO-STEP APPROACH;

ALGORITHMS; BAYESIAN NETWORKS; CLASSIFICATION (OF INFORMATION); CLASSIFIERS; DECISION MAKING; FINANCE; FORECASTING; INFERENCE ENGINES; RISK ANALYSIS; RISK MANAGEMENT;

RISK ASSESSMENT;

EID: 78751639426     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2010.11.028     Document Type: Conference Paper

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