Title :
Bagging of Artificial Neural Networks for Bankruptcy Prediction
Author :
Shi, Lei ; Xi, Lei ; Ma, Xinming ; Hu, Xiaohong
Author_Institution :
Coll. of Inf. & Manage. Sci., Henan Agric. Univ., Zhengzhou, China
Abstract :
Bankruptcy prediction has been one of the most challenging tasks and a major research topic in accounting and finance. In this paper, bagging ensemble, a popular technique in the machine learning community, is proposed to improve the prediction performance of artificial neural networks in bankruptcy prediction analysis. The experiments conducted on the public dataset show that the proposed approach achieves obvious improvement of performance.
Keywords :
accounts data processing; learning (artificial intelligence); neural nets; pattern classification; regression analysis; sampling methods; accounting domain; artificial neural network; bagging ensemble technique; bankruptcy prediction analysis; bootstrap sampling technique; data classification; finance domain; machine learning; regression analysis; Artificial neural networks; Bagging; Educational institutions; Finance; Financial management; Information management; Machine learning; Performance analysis; Sampling methods; Voting; Bagging ensemble; artificial neural network; bankruptcy prediction;
Conference_Titel :
Information and Financial Engineering, 2009. ICIFE 2009. International Conference on
Conference_Location :
Singapore
Print_ISBN :
978-0-7695-3606-4
DOI :
10.1109/ICIFE.2009.17
