Bankruptcy prediction using SVM models with a new approach to combine features selection and parameter optimisation

International Journal of Systems Science

Volumn 45, Issue 3, 2014, Pages 241-253

  Zhou, Ligang ^a   Lai, Kin Keung ^b   Yen, Jerome ^c  

^a MACAU UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Macao)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^c Hong Kong   (Hong Kong)

Author keywords

bankruptcy prediction; direct search; genetic algorithm; support vector machines

Indexed keywords

BANKRUPTCY PREDICTION; CLASSIFICATION METHODS; DIRECT SEARCH; FEATURES SELECTION; FINANCIAL INSTITUTION; PARAMETER OPTIMISATION; PARAMETER SETTING; QUANTITATIVE METHOD;

FEATURE EXTRACTION; FORECASTING; GENETIC ALGORITHMS; OPTIMIZATION;

SUPPORT VECTOR MACHINES;

EID: 84884893168     PISSN: 00207721     EISSN: 14645319     Source Type: Journal    
DOI: 10.1080/00207721.2012.720293     Document Type: Article

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