Imbalance-oriented SVM methods for financial distress prediction: A comparative study among the new SB-SVM-ensemble method and traditional methods

Journal of the Operational Research Society

Volumn 65, Issue 12, 2014, Pages 1905-1919

  Sun, Jie ^a   Shang, Zhiming ^a   Li, Hui ^a  

^a ZHEJIANG NORMAL UNIVERSITY   (China)

Author keywords

Bagging; classifier ensemble; financial distress prediction; imbalanced classification; SMOTE; support vector machine

Indexed keywords

CLASSIFICATION (OF INFORMATION); FINANCE; FORECASTING; STATISTICAL TESTS;

BAGGING; CLASSIFIER ENSEMBLES; FINANCIAL DISTRESS PREDICTION; IMBALANCED CLASSIFICATION; SMOTE;

SUPPORT VECTOR MACHINES;

EID: 84925937680     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2013.117     Document Type: Article

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