Artificial neural networks and bankruptcy forecasting: a state of the art

被引:36
|
作者
Perez, M [1 ]
机构
[1] Univ St Etienne, Conference Preactis, F-42023 St Etienne, France
来源
NEURAL COMPUTING & APPLICATIONS | 2006年 / 15卷 / 02期
关键词
bankruptcy forecasting; neural networks; connexionism;
D O I
10.1007/s00521-005-0022-x
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
The use of neural networks in finance began by the end of the 1980s and by the beginning of the 1990s, it developed specific applications related to forecasting on the failure of companies. In order to highlight the evolution of this research stream, we have retained and analysed 30 studies in which the authors use neural networks to solve companies' classification problems (healthy and failing firms). This review of all these works gives us the opportunity to stress upon future trends in bankruptcy forecasting research.
引用
收藏
页码:154 / 163
页数:10
相关论文
共 50 条
  • [1] Artificial neural networks and bankruptcy forecasting: a state of the art
    Muriel Perez
    [J]. Neural Computing & Applications, 2006, 15 : 154 - 163
  • [2] Forecasting with artificial neural networks: The state of the art
    Zhang, GQ
    Patuwo, BE
    Hu, MY
    [J]. INTERNATIONAL JOURNAL OF FORECASTING, 1998, 14 (01) : 35 - 62
  • [3] Hydrological forecasting with artificial neural networks:: The state of the art
    Coulibaly, P
    Anctil, F
    Bobée, B
    [J]. CANADIAN JOURNAL OF CIVIL ENGINEERING, 1999, 26 (03) : 293 - 304
  • [4] Bankruptcy prediction with Artificial Neural Networks
    Fernandez, E
    Olmeda, I
    [J]. FROM NATURAL TO ARTIFICIAL NEURAL COMPUTATION, 1995, 930 : 1142 - 1146
  • [5] Power system state forecasting using artificial neural networks
    Kumar, DMV
    Srivastava, SC
    [J]. ELECTRIC MACHINES AND POWER SYSTEMS, 1999, 27 (06): : 653 - 664
  • [6] Bagging of Artificial Neural Networks for Bankruptcy Prediction
    Shi, Lei
    Xi, Lei
    Ma, Xinming
    Hu, Xiaohong
    [J]. 2009 INTERNATIONAL CONFERENCE ON INFORMATION AND FINANCIAL ENGINEERING, PROCEEDINGS, 2009, : 154 - 156
  • [7] The Comparison Artificial Neural Networks and Multi Decimal Analysis Models for Forecasting Bankruptcy and Financial Distress
    Javanmard, Habibollah
    Saleh, Farnoosh
    [J]. WORLD CONGRESS ON ENGINEERING 2009, VOLS I AND II, 2009, : 1384 - +
  • [8] FORECASTING WITH NEURAL NETWORKS - AN APPLICATION USING BANKRUPTCY DATA
    FLETCHER, D
    GOSS, E
    [J]. INFORMATION & MANAGEMENT, 1993, 24 (03) : 159 - 167
  • [9] Bankruptcy forecasting:: An empirical comparison of AdaBoost and neural networks
    Alfaro, Esteban
    Garcia, Noelia
    Gamez, Matias
    Elizondo, David
    [J]. DECISION SUPPORT SYSTEMS, 2008, 45 (01) : 110 - 122
  • [10] Forecasting Bankruptcy for organizational sustainability in Pakistan Using artificial neural networks, logit regression, and discriminant analysis
    Inam, Fraz
    Inam, Aneeq
    Mian, Muhammad Abbas
    Sheikh, Adnan Ahmed
    Awan, Hayat Muhammad
    [J]. JOURNAL OF ECONOMIC AND ADMINISTRATIVE SCIENCES, 2019, 35 (03) : 183 - 201