Predicting financial distress and corporate failure: A review from the state-of-the-art definitions, modeling, sampling, and featuring approaches
As a hot topic, financial distress prediction (FDP), or called as corporate failure prediction,
bankruptcy prediction, acts as an important role in decision-making of various areas …
bankruptcy prediction, acts as an important role in decision-making of various areas …
Bankruptcy prediction in banks and firms via statistical and intelligent techniques–A review
This paper presents a comprehensive review of the work done, during the 1968–2005, in the
application of statistical and intelligent techniques to solve the bankruptcy prediction …
application of statistical and intelligent techniques to solve the bankruptcy prediction …
Machine learning in financial crisis prediction: a survey
WY Lin, YH Hu, CF Tsai - IEEE Transactions on Systems, Man …, 2011 - ieeexplore.ieee.org
For financial institutions, the ability to predict or forecast business failures is crucial, as
incorrect decisions can have direct financial consequences. Bankruptcy prediction and …
incorrect decisions can have direct financial consequences. Bankruptcy prediction and …
Comparative analysis of data mining methods for bankruptcy prediction
A great deal of research has been devoted to prediction of bankruptcy, to include application
of data mining. Neural networks, support vector machines, and other algorithms often fit data …
of data mining. Neural networks, support vector machines, and other algorithms often fit data …
Deep neural networks with L1 and L2 regularization for high dimensional corporate credit risk prediction
Accurate credit risk prediction can help companies avoid bankruptcies and make
adjustments ahead of time. There is a tendency in corporate credit risk prediction that more …
adjustments ahead of time. There is a tendency in corporate credit risk prediction that more …
Fuzzy support vector machine for bankruptcy prediction
A Chaudhuri, K De - Applied Soft Computing, 2011 - Elsevier
Bankruptcy prediction has been a topic of active research for business and corporate
organizations since past few decades. The problem has been tackled using various models …
organizations since past few decades. The problem has been tackled using various models …
Soft computing system for bank performance prediction
This paper presents a soft computing based bank performance prediction system. It is an
ensemble system whose constituent models are a multi-layered feed forward neural network …
ensemble system whose constituent models are a multi-layered feed forward neural network …
Effects of feature construction on classification performance: An empirical study in bank failure prediction
While extensive research in data mining has been devoted to developing better
classification algorithms, relatively little research has been conducted to examine the effects …
classification algorithms, relatively little research has been conducted to examine the effects …
Incorporating domain knowledge into data mining classifiers: An application in indirect lending
Data mining techniques have been applied to solve classification problems for a variety of
applications such as credit scoring, bankruptcy prediction, insurance underwriting, and …
applications such as credit scoring, bankruptcy prediction, insurance underwriting, and …
Forecasting business failure: The use of nearest-neighbour support vectors and correcting imbalanced samples–Evidence from the Chinese hotel industry
Previous studies on firm failure prediction (FFP) have chiefly addressed predictions based
on balanced datasets without considering that the real-world target population consists of …
on balanced datasets without considering that the real-world target population consists of …