Kotsiantis et al., 2005 - Google Patents
Efficiency of machine learning techniques in bankruptcy predictionKotsiantis et al., 2005
View PDF- Document ID
- 9760787325133273788
- Author
- Kotsiantis S
- Tzelepis D
- Koumanakos E
- Tampakas V
- Publication year
- Publication venue
- 2nd International Conference on Enterprise Systems and Accounting
External Links
Snippet
Prediction of corporate bankruptcy is a phenomenon of increasing interest to investors/creditors, borrowing firms, and governments alike. Timely identification of firms' impending failure is indeed desirable. The scope of the research reported here is to …
- 238000000034 method 0 title abstract description 24
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N99/00—Subject matter not provided for in other groups of this subclass
- G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
- G06Q10/063—Operations research or analysis
- G06Q10/0635—Risk analysis
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N3/00—Computer systems based on biological models
- G06N3/02—Computer systems based on biological models using neural network models
- G06N3/04—Architectures, e.g. interconnection topology
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N3/00—Computer systems based on biological models
- G06N3/02—Computer systems based on biological models using neural network models
- G06N3/08—Learning methods
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N5/00—Computer systems utilising knowledge based models
- G06N5/02—Knowledge representation
- G06N5/022—Knowledge engineering, knowledge acquisition
- G06N5/025—Extracting rules from data
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Investment, e.g. financial instruments, portfolio management or fund management
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N5/00—Computer systems utilising knowledge based models
- G06N5/04—Inference methods or devices
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6267—Classification techniques
- G06K9/6279—Classification techniques relating to the number of classes
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06K—RECOGNITION OF DATA; PRESENTATION OF DATA; RECORD CARRIERS; HANDLING RECORD CARRIERS
- G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
- G06K9/62—Methods or arrangements for recognition using electronic means
- G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
- G06N3/00—Computer systems based on biological models
- G06N3/12—Computer systems based on biological models using genetic models
- G06N3/126—Genetic algorithms, i.e. information processing using digital simulations of the genetic system
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06F—ELECTRICAL DIGITAL DATA PROCESSING
- G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
- G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
- G06F17/3061—Information retrieval; Database structures therefor; File system structures therefor of unstructured textual data
- G06F17/30705—Clustering or classification
- G06F17/3071—Clustering or classification including class or cluster creation or modification
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/10—Office automation, e.g. computer aided management of electronic mail or groupware; Time management, e.g. calendars, reminders, meetings or time accounting
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q30/00—Commerce, e.g. shopping or e-commerce
- G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
- G06Q30/0202—Market predictions or demand forecasting
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING; COUNTING
- G06F—ELECTRICAL DIGITAL DATA PROCESSING
- G06F15/00—Digital computers in general; Data processing equipment in general
- G06F15/18—Digital computers in general; Data processing equipment in general in which a programme is changed according to experience gained by the computer itself during a complete run; Learning machines
Similar Documents
Publication | Publication Date | Title |
---|---|---|
Hung et al. | A selective ensemble based on expected probabilities for bankruptcy prediction | |
Livieris et al. | On ensemble techniques of weight-constrained neural networks | |
Chang et al. | Trend discovery in financial time series data using a case based fuzzy decision tree | |
Swiderski et al. | Multistage classification by using logistic regression and neural networks for assessment of financial condition of company | |
Bartram et al. | Machine learning for active portfolio management | |
Chaudhuri et al. | A hybrid extreme learning machine model with harris hawks optimisation algorithm: an optimised model for product demand forecasting applications | |
Mahato et al. | Prediction of gold and silver stock price using ensemble models | |
Obermann et al. | Demonstrating non-inferiority of easy interpretable methods for insolvency prediction | |
Tamilselvi et al. | An overview of data mining techniques and applications | |
Hájek | Credit rating analysis using adaptive fuzzy rule-based systems: an industry-specific approach | |
Ince | Short term stock selection with case-based reasoning technique | |
Stucki | Predicting the customer churn with machine learning methods: case: private insurance customer data | |
Akyildirim et al. | Forecasting high-frequency stock returns: a comparison of alternative methods | |
Bhattacharya et al. | Credit risk evaluation: a comprehensive study | |
Cheng et al. | A Seasonal Time‐Series Model Based on Gene Expression Programming for Predicting Financial Distress | |
Aktan | Application of machine learning algorithms for business failure prediction | |
Kotsiantis et al. | Efficiency of machine learning techniques in bankruptcy prediction | |
Demraoui et al. | Digital transformation and costumers services in emerging countries: Loan prediction modeling in modern banking transactions | |
Chandra et al. | Support vector machine and wavelet neural network hybrid: application to bankruptcy prediction in banks | |
Pendharkar et al. | A misclassification cost‐minimizing evolutionary–neural classification approach | |
Moodi et al. | Evaluation of feature selection performance for identification of best effective technical indicators on stock market price prediction | |
Deligianni et al. | Forecasting corporate bankruptcy with an ensemble of classifiers | |
Dunis et al. | Computational intelligence techniques for trading and investment | |
Kotsiantis et al. | Selective costing voting for bankruptcy prediction | |
Smiti et al. | Tri-XGBoost Model: An Interpretable Semi-supervised Approach for Addressing Bankruptcy Prediction |