The IRMA Community
Newsletters
Research IRM
Click a keyword to search titles using our InfoSci-OnDemand powered search:
|
Bankruptcy Prediction by Supervised Machine Learning Techniques: A Comparative Study
Abstract
It is very important for financial institutions which are capable of accurately predicting business failure. In literature, numbers of bankruptcy prediction models have been developed based on statistical and machine learning techniques. In particular, many machine learning techniques, such as neural networks, decision trees, etc. have shown better prediction performances than statistical ones. However, advanced machine learning techniques, such as classifier ensembles and stacked generalization have not been fully examined and compared in terms of their bankruptcy prediction performances. The aim of this chapter is to compare two different machine learning techniques, one statistical approach, two types of classifier ensembles, and three stacked generalization classifiers over three related datasets. The experimental results show that classifier ensembles by weighted voting perform the best in term of predication accuracy. On the other hand, for Type II errors on average stacked generalization and single classifiers perform better than classifier ensembles.
Related Content
|
Bhargav Naidu Matcha, Sivakumar Sivanesan, K. C. Ng, Se Yong Eh Noum, Aman Sharma.
© 2023.
60 pages.
|
|
Lavanya Sendhilvel, Kush Diwakar Desai, Simran Adake, Rachit Bisaria, Hemang Ghanshyambhai Vekariya.
© 2023.
15 pages.
|
|
Jayanthi Ganapathy, Purushothaman R., Ramya M., Joselyn Diana C..
© 2023.
14 pages.
|
|
Prince Rajak, Anjali Sagar Jangde, Govind P. Gupta.
© 2023.
14 pages.
|
|
Mustafa Eren Akpınar.
© 2023.
9 pages.
|
|
Sreekantha Desai Karanam, Krithin M., R. V. Kulkarni.
© 2023.
34 pages.
|
|
Omprakash Nayak, Tejaswini Pallapothala, Govind P. Gupta.
© 2023.
19 pages.
|
|
|