期刊名称：International Journal of Hybrid Information Technology
印刷版ISSN：1738-9968
出版年度：2013
卷号：6
期号：2
出版社：SERSC
摘要：Bankruptcy prediction has been addressed by many researchers in the field of finance since few decades. One of the best approaches to deal with this issue is considering it as a classification problem. In this paper a time series prediction model of bankruptcy via Adaptive neuro-fuzzy inference system (ANFIS) is formulated, which is capable of predicting the bankruptcy of a firm for any future time. The data used in this study has been extracted from the past financial records of ongoing and failed enterprises. The extracted financial ratios are preprocessed by calculating Altman's Z-score before feeding into Time series model. The Time series prediction is carried out using ANFIS to predict the bankruptcy at any given time which overcomes the limitation of Altman's basic model of bankruptcy prediction. Fuzzy Logic Tool box of MATLAB has been exploited for simulations and evaluation of the model. Numerical illustration is provided to demonstrate the efficiency of proposed model
关键词：ANFIS; Bankruptcy prediction; Financial Ratios; Time series; Uncertainty; Z-;Score
