Application of feature extractive algorithm to bankruptcy prediction

被引：4

作者：

Charalambous, C ^{[1
]}

Charitou, A ^{[1
]}

Kaourou, F ^{[1
]}

机构：

[1] Univ Cyprus, Dept Business Adm, CY-1678 Nicosia, Cyprus

来源：

IJCNN 2000: PROCEEDINGS OF THE IEEE-INNS-ENNS INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOL V | 2000年

关键词：

D O I：

10.1109/IJCNN.2000.861479

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This study uses the feature selection algorithm proposed by Setiono and Liu to select the most relevant features for the bankruptcy prediction problem. The method uses a feedforward neural network with one hidden layer to decide which features to be removed. Our data consists of 139 matched pair of bankrupt and nonbankrupt U.S. firms for the period 1983-1994. The results of this study indicate that the final neural network obtained with reduced number of inputs gives significantly better prediction results than the one that uses all initial features.

引用

页码：303 / 308

页数：6