IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 6
Selecting Bankruptcy Predictors Using a Support Vector Machine Approach
Como, Italy
July 24-July 27
ISBN: 0-7695-0619-4
Conventional Neural Network approach has been found useful in predicting corporate distress from financial statements. In this paper, we have adopted a Support Vector Machine approach to the problem. A new way of selecting bankruptcy predictors is shown, using the Euclidean distance based criterion calculated within the SVM kernel. A comparative study is pro vided using three classical corporate distress models and an alternative model based on the SVM approach.
Citation:
Alan Fan, Marimuthu Palaniswami, "Selecting Bankruptcy Predictors Using a Support Vector Machine Approach," ijcnn, vol. 6, pp.6354, IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 6, 2000