کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
552173 873187 2013 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Partial Least Square Discriminant Analysis for bankruptcy prediction
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر سیستم های اطلاعاتی
پیش نمایش صفحه اول مقاله
Partial Least Square Discriminant Analysis for bankruptcy prediction
چکیده انگلیسی

This paper uses Partial Least Square Discriminant Analysis (PLS-DA) for the prediction of the 2008 USA banking crisis. PLS regression transforms a set of correlated explanatory variables into a new set of uncorrelated variables, which is appropriate in the presence of multicollinearity. PLS-DA performs a PLS regression with a dichotomous dependent variable. The performance of this technique is compared to the performance of 8 algorithms widely used in bankruptcy prediction. In terms of accuracy, precision, F-score, Type I error and Type II error, results are similar; no algorithm outperforms the others. Behind performance, each algorithm assigns a score to each bank and classifies it as solvent or failed. These results have been analyzed by means of contingency tables, correlations, cluster analysis and reduction dimensionality techniques. PLS-DA results are very close to those obtained by Linear Discriminant Analysis and Support Vector Machine.


► Partial Least Square Discriminant Analysis (PLS-DA) for prediction bankruptcy.
► The performance of this technique is compared to the performance of 8 algorithms.
► In terms of accuracy, precision, F-score, Type I and II errors, results are similar.
► The paper also analyzed the scores assigned to each bank by all the techniques.
► PLS-DA results are very close to those obtained by Support Vector Machine.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Decision Support Systems - Volume 54, Issue 3, February 2013, Pages 1245–1255
نویسندگان
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