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Selecting Bankruptcy Predictors Using a Support Vector Machine Approach
Como, Italy July 24-July 27
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/IJCNN.2000.859421IEEE-INNS-ENNS International Joint Co ...
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Alan Fan, University of Melbourne
Marimuthu Palaniswami, University of Melbourne
Conventional Neural Network approach has been found useful in predicting corporate distress from financial statements. In this paper, we have adopted a Support Vector Machine approach to the problem. A new way of selecting bankruptcy predictors is shown, using the Euclidean distance based criterion calculated within the SVM kernel. A comparative study is pro vided using three classical corporate distress models and an alternative model based on the SVM approach.
Citation:
Alan Fan, Marimuthu Palaniswami, "Selecting Bankruptcy Predictors Using a Support Vector Machine Approach," ijcnn, vol. 6, pp.6354, IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 6, 2000
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