Title :
A neural network application for bankruptcy prediction
Author :
Raghupathi, Wullianallur ; Schkade, Lawrence L. ; Raju, Bapi S.
Author_Institution :
Texas Univ., Arlington, TX, USA
Abstract :
Discusses an application of the back error propagation network for making bankruptcy prediction decisions. Results of simulations with one and two hidden layers with varying nodes are presented. It is observed that the configuration with two hidden layers had a superior classification accuracy compared to the one with a single hidden layer. Based on the initial results it appears that neural network algorithms can be investigated further as potential models for bankruptcy prediction
Keywords :
classification; financial data processing; neural nets; back error propagation network; bankruptcy prediction; classification accuracy; hidden layers; neural network; simulations; varying nodes; Decision support systems; Guidelines; Industrial relations; Investments; Neural networks; Performance analysis; Portfolios; Predictive models; Synthetic aperture sonar; Uncertainty;
Conference_Titel :
System Sciences, 1991. Proceedings of the Twenty-Fourth Annual Hawaii International Conference on
Conference_Location :
Kauai, HI
DOI :
10.1109/HICSS.1991.184054
