메뉴 건너뛰기




Volumn 7297 LNCS, Issue , 2012, Pages 65-72

Forecasting corporate bankruptcy with an ensemble of classifiers

Author keywords

[No Author keywords available]

Indexed keywords

DATA SETS; ENSEMBLE OF CLASSIFIERS; SUPERVISED MACHINE LEARNING; TIMELY IDENTIFICATION;

EID: 84861682474     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-30448-4_9     Document Type: Conference Paper
Times cited : (12)

References (29)
  • 1
    • 58549117670 scopus 로고    scopus 로고
    • Bankruptcy prediction modeling with hybrid case-based reasoning and genetic algorithms approach
    • Ahn, H., Kim, K.-J.: Bankruptcy prediction modeling with hybrid case-based reasoning and genetic algorithms approach. Applied Soft Computing Journal 9(2), 599-607 (2009)
    • (2009) Applied Soft Computing Journal , vol.9 , Issue.2 , pp. 599-607
    • Ahn, H.1    Kim, K.-J.2
  • 2
    • 41149115573 scopus 로고    scopus 로고
    • Bankruptcy forecasting: An empirical comparison of AdaBoost and neural networks
    • Alfaro, E., García, N., Gámez, M., Elizondo, D.: Bankruptcy forecasting: an empirical comparison of AdaBoost and neural networks. Decision Support Systems 45(1), 110-122 (2008)
    • (2008) Decision Support Systems , vol.45 , Issue.1 , pp. 110-122
    • Alfaro, E.1    García, N.2    Gámez, M.3    Elizondo, D.4
  • 4
    • 33144462955 scopus 로고    scopus 로고
    • 35 years of studies on business failure: An overview of the classic statistical methodologies and their related problems
    • Balcaen, S., Ooghe, H.: 35 years of studies on business failure: An overview of the classic statistical methodologies and their related problems. The British Accounting Review 38, 63-93 (2006)
    • (2006) The British Accounting Review , vol.38 , pp. 63-93
    • Balcaen, S.1    Ooghe, H.2
  • 5
    • 34247898861 scopus 로고    scopus 로고
    • Bankruptcy prediction by generalized additive models
    • Berg, D.: Bankruptcy prediction by generalized additive models. Applied Stochastic Models in Business and Industry 23(2), 129-143 (2007)
    • (2007) Applied Stochastic Models in Business and Industry , vol.23 , Issue.2 , pp. 129-143
    • Berg, D.1
  • 7
    • 53849090652 scopus 로고    scopus 로고
    • An integrative model with subject weight based on neural network learning for bankruptcy prediction
    • Cho, S., Kim, J., Bae, J.K.: An integrative model with subject weight based on neural network learning for bankruptcy prediction. Expert Systems with Applications 36(1), 403-410 (2009)
    • (2009) Expert Systems with Applications , vol.36 , Issue.1 , pp. 403-410
    • Cho, S.1    Kim, J.2    Bae, J.K.3
  • 8
    • 71349086635 scopus 로고    scopus 로고
    • A hybrid approach based on the combination of variable selection using decision trees and case-based reasoning using the Mahalanobis distance: For bankruptcy prediction
    • Cho, S., Hong, H., Ha, B.-C.: A hybrid approach based on the combination of variable selection using decision trees and case-based reasoning using the Mahalanobis distance: for bankruptcy prediction. Expert Systems with Applications 37(4), 3482-3488 (2010)
    • (2010) Expert Systems with Applications , vol.37 , Issue.4 , pp. 3482-3488
    • Cho, S.1    Hong, H.2    Ha, B.-C.3
  • 11
    • 0031269184 scopus 로고    scopus 로고
    • On the optimality of the simple Bayesian classifier under zero-one loss
    • Domingos, P., Pazzani, M.: On the optimality of the simple Bayesian classifier under zero-one loss. Machine Learning 29, 103-130 (1997)
    • (1997) Machine Learning , vol.29 , pp. 103-130
    • Domingos, P.1    Pazzani, M.2
  • 12
    • 0042758626 scopus 로고    scopus 로고
    • A Multicriteria Discrimination Method for the Prediction of Financial Distress: The Case of Greece
    • Doumpos, M., Zopounidis, C.: A Multicriteria Discrimination Method for the Prediction of Financial Distress: The Case of Greece. Multinational Finance Journal 3(2), 71-101 (1999)
    • (1999) Multinational Finance Journal , vol.3 , Issue.2 , pp. 71-101
    • Doumpos, M.1    Zopounidis, C.2
  • 14
    • 58349100252 scopus 로고    scopus 로고
    • A selective ensemble based on expected probabilities for bankruptcy prediction
    • Hung, C., Chen, J.-H.: A selective ensemble based on expected probabilities for bankruptcy prediction. Expert Systems with Applications 36, 5297-5303 (2009)
    • (2009) Expert Systems with Applications , vol.36 , pp. 5297-5303
    • Hung, C.1    Chen, J.-H.2
  • 15
    • 33846314346 scopus 로고    scopus 로고
    • Bankruptcy prediction in banks and firms via statistical and intelligent techniques: A review
    • Kumar, P.R., Ravi, V.: Bankruptcy prediction in banks and firms via statistical and intelligent techniques: a review. European Journal of Operational Research 180, 1-28 (2007)
    • (2007) European Journal of Operational Research , vol.180 , pp. 1-28
    • Kumar, P.R.1    Ravi, V.2
  • 16
    • 16244365542 scopus 로고    scopus 로고
    • A comparison of supervised and unsupervised neural networks in predicting bankruptcy of Korean firms
    • Lee, K., Booth, D., Alam, P.: A comparison of supervised and unsupervised neural networks in predicting bankruptcy of Korean firms. Expert Systems with Applications 29, 1-16 (2005)
    • (2005) Expert Systems with Applications , vol.29 , pp. 1-16
    • Lee, K.1    Booth, D.2    Alam, P.3
  • 17
    • 46849100587 scopus 로고
    • Robustness of Greek business failure prediction models
    • Negakis, C.: Robustness of Greek business failure prediction models. International Review of Economics and Business 42(3), 203-215 (1995)
    • (1995) International Review of Economics and Business , vol.42 , Issue.3 , pp. 203-215
    • Negakis, C.1
  • 18
    • 82255192254 scopus 로고    scopus 로고
    • Comparative analysis of data mining methods for bankruptcy prediction
    • Olson, D., Delen, D., Meng, Y.: Comparative analysis of data mining methods for bankruptcy prediction. Decision Support Systems 52, 464-473 (2012)
    • (2012) Decision Support Systems , vol.52 , pp. 464-473
    • Olson, D.1    Delen, D.2    Meng, Y.3
  • 19
    • 0001171722 scopus 로고    scopus 로고
    • Using sparseness and analytic QP to speed training of support vector machines
    • Kearns, M.S., Solla, S.A., Cohn, D.A. (eds.) MIT Press, MA
    • Platt, J.: Using sparseness and analytic QP to speed training of support vector machines. In: Kearns, M.S., Solla, S.A., Cohn, D.A. (eds.) Advances in Neural Information Processing Systems, vol. 11. MIT Press, MA (1999)
    • (1999) Advances in Neural Information Processing Systems , vol.11
    • Platt, J.1
  • 21
    • 0035521221 scopus 로고    scopus 로고
    • Bayesian Models for Early Warning of Bank Failures
    • Sarkar, S., Sriram, R.S.: Bayesian Models for Early Warning of Bank Failures. Management Science 47(11), 1457-1475 (2001)
    • (2001) Management Science , vol.47 , Issue.11 , pp. 1457-1475
    • Sarkar, S.1    Sriram, R.S.2
  • 22
    • 9244259665 scopus 로고    scopus 로고
    • An application of support vector machines in bankruptcy prediction model
    • Shin, K., Lee, T., Kim, H.: An application of support vector machines in bankruptcy prediction model. Expert Systems with Applications 28, 127-135 (2005)
    • (2005) Expert Systems with Applications , vol.28 , pp. 127-135
    • Shin, K.1    Lee, T.2    Kim, H.3
  • 24
    • 84873092298 scopus 로고    scopus 로고
    • A Meta-learning Framework for Bankruptcy Prediction
    • doi:10.1002/for.1264
    • Tsai, C.-F., Hsu, Y.-F.: A Meta-learning Framework for Bankruptcy Prediction. Journal of Forecasting (2011), doi:10.1002/for.1264
    • (2011) Journal of Forecasting
    • Tsai, C.-F.1    Hsu, Y.-F.2
  • 25
    • 30944461783 scopus 로고    scopus 로고
    • Bankruptcy prediction with neural logic networks by means of grammar-guided genetic programming
    • Tsakonas, A., Dounias, G., Doumpos, M., Zopounidis, C.: Bankruptcy prediction with neural logic networks by means of grammar-guided genetic programming. Expert Systems with Applications 30(3), 449-461 (2006)
    • (2006) Expert Systems with Applications , vol.30 , Issue.3 , pp. 449-461
    • Tsakonas, A.1    Dounias, G.2    Doumpos, M.3    Zopounidis, C.4
  • 26
    • 70449532144 scopus 로고    scopus 로고
    • Comparing four bankruptcy prediction models: Logit, quadratic interval logit, neural and fuzzy neural networks
    • Tseng, F.-M., Hu, Y.-C.: Comparing four bankruptcy prediction models: logit, quadratic interval logit, neural and fuzzy neural networks. Expert Systems with Applications 37(3), 1846-1853 (2010)
    • (2010) Expert Systems with Applications , vol.37 , Issue.3 , pp. 1846-1853
    • Tseng, F.-M.1    Hu, Y.-C.2
  • 27
    • 77951880059 scopus 로고    scopus 로고
    • Hybrid and ensemble-based soft computing techniques in bankruptcy prediction: A survey
    • Verikas, A., Kalsyte, Z., Bacauskiene, M., Gelzinis, A.: Hybrid and ensemble-based soft computing techniques in bankruptcy prediction: a survey. Soft. Comput. 14, 995-1010 (2010)
    • (2010) Soft. Comput. , vol.14 , pp. 995-1010
    • Verikas, A.1    Kalsyte, Z.2    Bacauskiene, M.3    Gelzinis, A.4
  • 29
    • 79952455921 scopus 로고    scopus 로고
    • Using partial least squares and support vector machines for bankruptcy prediction
    • Zijiang, Y., Wenjie, Y., Guoli, J.: Using partial least squares and support vector machines for bankruptcy prediction. Expert Systems with Applications 38, 8336-8342 (2011)
    • (2011) Expert Systems with Applications , vol.38 , pp. 8336-8342
    • Zijiang, Y.1    Wenjie, Y.2    Guoli, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.