DocumentCode :
2286524
Title :
Selecting bankruptcy predictors using a support vector machine approach
Author :
Fan, Alan ; Palaniswami, Marimuthu
Author_Institution :
Melbourne Univ., Vic., Australia
Volume :
6
fYear :
2000
fDate :
2000
Firstpage :
354
Abstract :
The conventional neural network approach has been found useful in predicting corporate distress from financial statements. We have adapted a support vector machine approach to the problem. A way of selecting bankruptcy predictors is shown, using the Euclidean distance based criterion calculated within the SVM kernel. A comparative study is provided using three classical corporate distress models and an alternative model based on the SVM approach
Keywords :
corporate modelling; forecasting theory; learning (artificial intelligence); minimisation; neural nets; pattern recognition; quadratic programming; Euclidean distance based criterion; bankruptcy predictors; corporate distress; financial statements; support vector machine approach; Australia; Banking; Euclidean distance; Kernel; Linear discriminant analysis; Neural networks; Predictive models; Risk management; Support vector machine classification; Support vector machines;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Neural Networks, 2000. IJCNN 2000, Proceedings of the IEEE-INNS-ENNS International Joint Conference on
Conference_Location :
Como
ISSN :
1098-7576
Print_ISBN :
0-7695-0619-4
Type :
conf
DOI :
10.1109/IJCNN.2000.859421
Filename :
859421
Link To Document :
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