期刊名称：Case Studies in Business, Industry and Government Statistics
印刷版ISSN：2152-372X
出版年度：2011
卷号：4
期号：2
页码：116-133
出版社：Bentley University
摘要：Bankruptcy prediction is an extensively researched topic. Ensemble methodology has been applied to it in past work. However, the interpretability of the results, so often important in practical applications, has not been emphasized. This paper builds ensembles of locally linear models using a forward variable selection technique. The method applied to four datasets provides information about the importance of the variables, thus offering interpretation possibilities.
