استفاده از حداقل مربعات جزئی و ماشین های بردار پشتیبانی برای پیش بینی ورشکستگی
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|48293||2011||7 صفحه PDF||سفارش دهید||5028 کلمه|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Expert Systems with Applications, Volume 38, Issue 7, July 2011, Pages 8336–8342
The evaluation of corporate financial distress has attracted significant global attention as a result of the increasing number of worldwide corporate failures. There is an immediate and compelling need for more effective financial distress prediction models. This paper presents a novel method to predict bankruptcy. The proposed method combines the partial least squares (PLS) based feature selection with support vector machine (SVM) for information fusion. PLS can successfully identify the complex nonlinearity and correlations among the financial indicators. The experimental results demonstrate its superior predictive ability. On the one hand, the proposed model can select the most relevant financial indicators to predict bankruptcy and at the same time identify the role of each variable in the prediction process. On the other hand, the proposed model’s high levels of prediction accuracy can translate into benefits to financial organizations through such activities as credit approval, and loan portfolio and security management.