کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
387472 660902 2009 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Predicting financial activity with evolutionary fuzzy case-based reasoning
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
Predicting financial activity with evolutionary fuzzy case-based reasoning
چکیده انگلیسی

Predicting financial activity through examining the short-term liquidity is crucial within today’s turbulent financial environment. Firms, governments, and individuals all need an effective methodology based on liquidity information that plays performance deterioration warning a priori bankruptcy prediction. In this paper, we propose a hybrid decision model using case-based reasoning augmented with genetic algorithms (GAs) and the fuzzy k nearest neighbor (fuzzy k-NN) methods for predicting the financial activity rate. GAs are used to determine the optimal or near-optimal weight vector of financial features expressed in linguistic values by the expert. A fuzzy k-NN-based CBR scheme is designed to compute memberships of financial activity rates and to provide a more flexible and practical mechanism for acquiring, creating, and reusing the expert’s decision knowledge. An empirical experimentation using 746 publicly traded Taiwanese firms shows that the average accuracy of the rating is about 92.36%, which is superior to other related models. The proposed approach not only can lend support to the decision of an expert, but also allow proper feedback for the expert to improve the quality of the decision.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 36, Issue 1, January 2009, Pages 411–422
نویسندگان
, ,