کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
388196 660920 2009 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring
چکیده انگلیسی

In this paper, we investigate the performance of several systems based on ensemble of classifiers for bankruptcy prediction and credit scoring.The obtained results are very encouraging, our results improved the performance obtained using the stand-alone classifiers. We show that the method “Random Subspace” outperforms the other ensemble methods tested in this paper. Moreover, the best stand-alone method is the multi-layer perceptron neural net, while the best method tested in this work is the Random Subspace of Levenberg–Marquardt neural net.In this work, three financial datasets are chosen for the experiments: Australian credit, German credit, and Japanese credit.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 36, Issue 2, Part 2, March 2009, Pages 3028–3033
نویسندگان
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