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Combining feature selection, instance selection, and ensemble classification techniques for improved financial distress prediction
16 references·15 citing·43 second hop
Combining feature selection, instance selection, and ensemble classification techniques for improved financial distress prediction (2021)Combining feature selection, instance sel…Class-imbalanced dynamic financial distress prediction based on Adaboost-SVM ensemble combined with SMOTE and time weighting (2019)Class-imbalanced dynamic fina…Information gain directed genetic algorithm wrapper feature selection for credit rating (2018)Information gain directed gen…Systematic review of bankruptcy prediction models: Towards a framework for tool selection (2017)Systematic review of bankrupt…Financial ratios and corporate governance indicators in bankruptcy prediction: A comprehensive study (2016)Financial ratios and corporat…Dynamic financial distress prediction with concept drift based on time weighting combined with Adaboost support vector machine ensemble (2016)Dynamic financial distress pr…A deep learning approach for credit scoring using credit default swaps (2016)A deep learning approach for …Financial credit risk assessment: a recent review (2015)Financial credit risk assessm…The effect of feature selection on financial distress prediction (2014)The effect of feature selecti…A comparative study of classifier ensembles for bankruptcy prediction (2014)A comparative study of classi…Machine Learning in Financial Crisis Prediction: A Survey (2011)Machine Learning in Financial…Comparative analysis of data mining methods for bankruptcy prediction (2011)Comparative analysis of data …Combining cluster analysis with classifier ensembles to predict financial distress (2011)Combining cluster analysis wi…Bankruptcy prediction modeling with hybrid case-based reasoning and genetic algorithms approach (2008)Bankruptcy prediction modelin…Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Bankruptcy prediction in bank…A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)A survey of credit and behavi…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…SME default prediction: A systematic methods evaluation (2024)SME default prediction: A sys…Machine learning techniques in bankruptcy prediction: A systematic literature review (2024)Machine learning techniques i…Enhancing e-commerce customer churn management with a profit- and AUC-focused prescriptive analytics approach (2024)Enhancing e-commerce customer…Corporate financial distress prediction using the risk-related information content of annual reports (2024)Corporate financial distress …A two-stage case-based reasoning driven classification paradigm for financial distress prediction with missing and imbalanced data (2024)A two-stage case-based reason…RETRACTED: The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China (2023)RETRACTED: The role of featur…A novel deep ensemble model for imbalanced credit scoring in internet finance (2023)A novel deep ensemble model f…A case-based reasoning driven ensemble learning paradigm for financial distress prediction with missing data (2023)A case-based reasoning driven…Systematic Review of Financial Distress Identification using Artificial Intelligence Methods (2022)Systematic Review of Financia…Interpreting the prediction results of the tree‐based gradient boosting models for financial distress prediction with an explainable machine learning approach (2022)Interpreting the prediction r…Effects of classification, feature selection, and resampling methods on bankruptcy prediction of small and medium‐sized enterprises (2022)Effects of classification, fe…Development and application of a hybrid forecasting framework based on improved extreme learning machine for enterprise financing risk (2022)Development and application o…Credit scoring methods: Latest trends and points to consider (2022)Credit scoring methods: Lates…Financial distress prediction by combining sentiment tone features (2021)Financial distress prediction…A dynamic ensemble selection method for bank telemarketing sales prediction (2021)A dynamic ensemble selection …The Pricing of Options and Corporate Liabilities (1973)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Recent developments in consumer credit risk assessment (2007)A comparative assessment of ensemble learning for credit scoring (2010)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Corporate bankruptcy prediction: a high dimensional analysis (2017)Predicting failure in the U.S. banking sector: An extreme gradient boosting approach (2018)Utilization of artificial intelligence in the banking sector: a systematic literature review (2022)35 years of studies on business failure: an overview of the classic statistical methodologies and their related problems (2005)A hybrid data mining model of feature selection algorithms and ensemble learning classifiers for credit scoring (2015)Classifiers consensus system approach for credit scoring (2016)Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering (2022)Fuzzy sets (1965)Measuring the efficiency of decision making units (1978)Fuzzy sets (1996)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Using artificial neural network models in stock market index prediction (2011)Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model (2016)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Corporate Ownership Around the World (1999)Bankruptcy prediction for SMEs using transactional data and two-stage multiobjective feature selection (2020)CatBoost model and artificial intelligence techniques for corporate failure prediction (2021)Financial applications of machine learning: A literature review (2023)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Forecasting with artificial neural networks: (1998)A hybrid ETS–ANN model for time series forecasting (2017)Towards a Methodology for Developing Evidence‐Informed Management Knowledge by Means of Systematic Review (2003)Data analytic approach for bankruptcy prediction (2019)Modelling carbon emission intensity: Application of artificial neural network (2019)Financial distress prediction using a corrected feature selection measure and gradient boosted decision tree (2021)Credit scoring with a data mining approach based on support vector machines (2006)Genetic algorithm-based heuristic for feature selection in credit risk assessment (2013)A Bolasso based consistent feature selection enabled random forest classification algorithm: An application to credit risk assessment (2019)A study on credit scoring modeling with different feature selection and machine learning approaches (2020)A two-stage hybrid credit risk prediction model based on XGBoost and graph-based deep neural network (2022)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network (2020)Adaptive stock trading strategies with deep reinforcement learning methods (2020)Combining corporate governance indicators with stacking ensembles for financial distress prediction (2020)
this work references cited by second hop

References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 2006Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review1,068 cited
  • 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers744 cited
  • 2016Financial ratios and corporate governance indicators in bankruptcy prediction: A comprehensive study399 cited
  • 2019Class-imbalanced dynamic financial distress prediction based on Adaboost-SVM ensemble combined with SMOTE and time weighting363 cited
  • 2017Systematic review of bankruptcy prediction models: Towards a framework for tool selection330 cited
  • 2011Machine Learning in Financial Crisis Prediction: A Survey325 cited
  • 2011Comparative analysis of data mining methods for bankruptcy prediction323 cited
  • 2018Information gain directed genetic algorithm wrapper feature selection for credit rating300 cited
  • 2014The effect of feature selection on financial distress prediction234 cited
  • 2015Financial credit risk assessment: a recent review234 cited
  • 2014A comparative study of classifier ensembles for bankruptcy prediction201 cited
  • 2016A deep learning approach for credit scoring using credit default swaps196 cited
  • 2008Bankruptcy prediction modeling with hybrid case-based reasoning and genetic algorithms approach

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182 cited
  • 2011Combining cluster analysis with classifier ensembles to predict financial distress173 cited
  • 2016Dynamic financial distress prediction with concept drift based on time weighting combined with Adaboost support vector machine ensemble173 cited
  • Cited by

    • 2022Credit scoring methods: Latest trends and points to consider73 cited
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    • 2022Interpreting the prediction results of the tree‐based gradient boosting models for financial distress prediction with an explainable machine learning approach62 cited
    • 2024Machine learning techniques in bankruptcy prediction: A systematic literature review62 cited
    • 2022Systematic Review of Financial Distress Identification using Artificial Intelligence Methods59 cited
    • 2024Corporate financial distress prediction using the risk-related information content of annual reports47 cited
    • 2023A novel deep ensemble model for imbalanced credit scoring in internet finance44 cited
    • 2021A dynamic ensemble selection method for bank telemarketing sales prediction42 cited
    • 2023RETRACTED: The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China42 cited
    • 2023A case-based reasoning driven ensemble learning paradigm for financial distress prediction with missing data34 cited
    • 2022Development and application of a hybrid forecasting framework based on improved extreme learning machine for enterprise financing risk27 cited
    • 2022Effects of classification, feature selection, and resampling methods on bankruptcy prediction of small and medium‐sized enterprises25 cited
    • 2024SME default prediction: A systematic methods evaluation24 cited
    • 2024A two-stage case-based reasoning driven classification paradigm for financial distress prediction with missing and imbalanced data22 cited
    • 2024Enhancing e-commerce customer churn management with a profit- and AUC-focused prescriptive analytics approach13 cited