Feature selection in bankruptcy prediction

NCU Institutional Repository > 管理學院 > 資訊管理研究所 > 期刊論文 > Item 987654321/29660

jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://ir.lib.ncu.edu.tw/handle/987654321/29660

题名:	Feature selection in bankruptcy prediction
作者:	Tsai,CF
贡献者:	資訊管理研究所
关键词:	SUPPORT VECTOR MACHINES;NEURAL-NETWORKS;GENETIC ALGORITHM;FINANCIAL RATIOS;BANK FAILURE;CLASSIFICATION;PARAMETERS;OPTIMIZATION;BUSINESS;FIRMS
日期:	2009
上传时间:	2010-06-29 20:37:35 (UTC+8)
出版者:	中央大學
摘要:	For many corporations, assessing the credit of investment targets and the possibility of bankruptcy is a vital issue before investment. Data mining and machine learning techniques have been applied to solve the bankruptcy prediction and credit scoring problems. As feature selection is an important step to select more representative data from a given dataset in data mining to improve the final prediction performance, it is unknown that which feature selection method is better. Therefore, this paper aims at comparing five well-known feature selection methods used in bankruptcy prediction, which are t-test, correlation matrix, stepwise regression, principle component analysis (PCA) and factor analysis (FA) to examine their prediction performance. Multi-layer perceptron (MLP) neural networks are used as the prediction model. Five related datasets are used in order to provide a reliable conclusion. Regarding the experimental results, the t-test feature selection method outperforms the other ones by the two performance measurements. (C) 2008 Elsevier B.V. All rights reserved.
關聯:	KNOWLEDGE-BASED SYSTEMS
显示于类别:	[資訊管理研究所] 期刊論文

文件中的档案:

档案	描述	大小	格式	浏览次数
index.html		0Kb	HTML	856	检视/开启

在NCUIR中所有的数据项都受到原著作权保护.

社群 sharing