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A Combination of Models for Financial Crisis Prediction: Integrating Probabilistic Neural Network with Back-Propagation based on Adaptive Boosting
15 references·1 citing·45 second hop
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(2020)S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA (2020)Neural network credit scoring models (2000)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data (2012)Financial credit risk assessment: a recent review (2015)A comparative study on base classifiers in ensemble methods for credit scoring (2016)What's In A Name? Malay Seals As Onomastic Sources (2018)Using neural network ensembles for bankruptcy prediction and credit scoring (2007)Bankruptcy visualization and prediction using neural networks: A study of U.S. commercial banks (2014)Ensemble classification based on supervised clustering for credit scoring (2016)Application of new deep genetic cascade ensemble of SVM classifiers to predict the Australian credit scoring (2019)Financial Ratios As Predictors of Failure (1966)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Financial time series forecasting using support vector machines (2003)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction (2017)Natural language based financial forecasting: a survey (2017)Stock Price Prediction via Discovering Multi-Frequency Trading Patterns (2017)A desicion-theoretic generalization of on-line learning and an application to boosting (1995)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Two-step classification method based on genetic algorithm for bankruptcy forecasting (2017)Enhancing the Knowledge of Construction Business Failure: A Social Network Analysis Approach (2020)A Comparative Study of Demand Forecasting Models for a Multi-Channel Retail Company: A Novel Hybrid Machine Learning Approach (2022)Positive Accounting Theory (1985)Designing a neural network for forecasting financial and economic time series (1996)Forecasting with artificial neural networks: (1998)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)Predicting financial distress and corporate failure: A review from the state-of-the-art definitions, modeling, sampling, and featuring approaches (2013)Financial ratios and corporate governance indicators in bankruptcy prediction: A comprehensive study (2016)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1990A neural network model for bankruptcy prediction853 cited
  • 200535 years of studies on business failure: an overview of the classic statistical methodologies and their related problems795 cited
  • 2013A Bayesian regularized artificial neural network for stock market forecasting517 cited
  • 2008An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring290 cited
  • 2014A comparative study of classifier ensembles for bankruptcy prediction201 cited
  • 2010Fuzzy Support Vector Machine for bankruptcy prediction174 cited
  • 2014AdaBoost based bankruptcy forecasting of Korean construction companies125 cited
  • 2012Hybridization of autoregressive integrated moving average (ARIMA) with probabilistic neural networks (PNNs)100 cited
  • 2014Statistics-based wrapper for feature selection: An implementation on financial distress identification with support vector machine63 cited
  • 2008Financial distress prediction based on serial combination of multiple classifiers62 cited
  • 2013Forecasting Financial Failure of Firms via Genetic Algorithms54 cited
  • 200435 years of studies on business failure: an overview of the classical statistical methodologiesand their related problems

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50 cited
  • 2005Neural and Wavelet Network Models for Financial Distress Classification49 cited
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    • 2022Comparison of Machine Learning Approaches for Medium-to-Long-Term Financial Distress Predictions in the Construction Industry16 cited