A Rule-Based Model for Bankruptcy Prediction Based on an Improved Genetic Ant Colony Algorithm
المؤلفون المشاركون
Zhang, Yudong
Wang, Shuihua
Ji, Genlin
المصدر
Mathematical Problems in Engineering
العدد
المجلد 2013، العدد 2013 (31 ديسمبر/كانون الأول 2013)، ص ص. 1-10، 10ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2013-11-28
دولة النشر
مصر
عدد الصفحات
10
التخصصات الرئيسية
الملخص EN
In this paper, we proposed a hybrid system to predict corporate bankruptcy.
The whole procedure consists of the following four stages: first, sequential forward selection was used to extract the most important features; second, a rule-based model was chosen to fit the given dataset since it can present physical meaning; third, a genetic ant colony algorithm (GACA) was introduced; the fitness scaling strategy and the chaotic operator were incorporated with GACA, forming a new algorithm—fitness-scaling chaotic GACA (FSCGACA), which was used to seek the optimal parameters of the rule-based model; and finally, the stratified K-fold cross-validation technique was used to enhance the generalization of the model.
Simulation experiments of 1000 corporations’ data collected from 2006 to 2009 demonstrated that the proposed model was effective.
It selected the 5 most important factors as “net income to stock broker’s equality,” “quick ratio,” “retained earnings to total assets,” “stockholders’ equity to total assets,” and “financial expenses to sales.” The total misclassification error of the proposed FSCGACA was only 7.9%, exceeding the results of genetic algorithm (GA), ant colony algorithm (ACA), and GACA.
The average computation time of the model is 2.02 s.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Zhang, Yudong& Wang, Shuihua& Ji, Genlin. 2013. A Rule-Based Model for Bankruptcy Prediction Based on an Improved Genetic Ant Colony Algorithm. Mathematical Problems in Engineering،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-1032141
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Zhang, Yudong…[et al.]. A Rule-Based Model for Bankruptcy Prediction Based on an Improved Genetic Ant Colony Algorithm. Mathematical Problems in Engineering No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-1032141
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Zhang, Yudong& Wang, Shuihua& Ji, Genlin. A Rule-Based Model for Bankruptcy Prediction Based on an Improved Genetic Ant Colony Algorithm. Mathematical Problems in Engineering. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-1032141
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1032141
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر