期刊
EXPERT SYSTEMS WITH APPLICATIONS
卷 35, 期 3, 页码 818-827出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.eswa.2007.07.045
关键词
financial distress prediction; multiple classifier combination; weighted majority voting
How to effectively predict financial distress is an important problem in corporate financial management. Though much attention has been paid to financial distress prediction methods based on single classifier, its limitation of uncertainty and benefit of multiple classifier combination for financial distress prediction has also been neglected. This paper puts forward a financial distress prediction method based on weighted majority voting combination of multiple classifiers. The framework of multiple classifier combination system, model of weighted majority voting combination, basic classifiers' voting weight model and basic classifiers' selection principles are discussed in detail. Empirical experiment with Chinese listed companies' real world data indicates that this method can greatly improve the average prediction accuracy and stability, and it is more suitable for financial distress prediction than single classifiers. (c) 2007 Elsevier Ltd. All rights reserved.
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