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文章基本信息

  • 标题:Bankruptcy Prediction Using Machine Learning
  • 本地全文:下载
  • 作者:Nanxi Wang
  • 期刊名称:Journal of Mathematical Finance
  • 印刷版ISSN:2162-2434
  • 电子版ISSN:2162-2442
  • 出版年度:2017
  • 卷号:07
  • 期号:04
  • 页码:908-918
  • DOI:10.4236/jmf.2017.74049
  • 语种:English
  • 出版社:Scientific Research Publishing
  • 摘要:With improved machine learning models, studies on bankruptcy prediction show improved accuracy. This paper proposes three relatively newly-developed methods for predicting bankruptcy based on real-life data. The result shows among the methods (support vector machine, neural network with dropout, autoencoder), neural network with added layers with dropout has the highest accuracy. And a comparison with the former methods (logistic regression, genetic algorithm, inductive learning) shows higher accuracy.
  • 关键词:Support Vector Machine;Autoencoder;Neural Network;Bankruptcy;Machine Learning
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