RISK - Improving Financial Risk Analysis with Advanced Data-Mining tools
Description
In an increasingly globalized economy bankruptcy results in huge economic losses and tremendous social impact. More important than predicting the insolvency is to determine the probability to become so which will be tackled in Project with RVM learning.
Researchers
Funded by
FCT - PTDC/GES/70168/2006
Partners
Instituto Superior de Economia e Gestão (ISEG/UTL) (Principal Contractor) , Centro de FÃsica Computacional (CFC/FCT/UC), Universidade do Minho
Total budget
67 000,00 €
Start Date
2008-01-01
End Date
2007-12-20
Journal Articles
2016
(2 publications) - Chen, N. and Ribeiro, B. and Chen, A. , "Financial Credit Risk Assessment: A Recent Review", Artificial Intelligence Review, Springer, vol. 45, pp. 1-23, 2016
- Ali AghaeiRad and Chen, N. and Ribeiro, B. , "Improve Credit Scoring using Transfer of Learned Knowledge from Self-Organizing Map", Neural Computing and Applications, Springer, vol. 28, pp. 1329-1342, 2016
2015
(2 publications) - Ribeiro, B. and Chen, N. , "Dimensionality Reduction using Graph Weighted Subspace Learning for Bankruptcy Prediction", Real World Data Mining Applications, Annals of Information Systems (AIS) , Springer, vol. 1, pp. 155-178, 2015
- Ribeiro, B. and Chen, N. , "Aggregated local models via subspace clustering ", Intelligent Decision Technologies Journal, IOS Press, vol. 9, 2015
2014
(1 publication) 2013
(1 publication) 2011
(1 publication) - Chen, N. and Ribeiro, B. and Vieira, A. and Duarte, J. and Neves, J.C. , "Extension of Learning Vector Quantization to Cost-Sensitive Learning", International Journal of Computer Theory and Engineering, Vol.3, No.3, June, 2011, 2011
2010
(1 publication) - Gaspar-Cunha, A. and Mendes, F. and Duarte, J. and Vieira, A. and Ribeiro, B. and Ribeiro, A. and Neves, J.C. , ""Feature Selection for Bankruptcy Prediction: A Multi-Objective Optimization Approach"", Int Journal of Natural Computing Research, 2010
Conference Articles
2012
(2 publications) - Ribeiro, B. and Chen, N. , "Biclustering and Subspace Learning with Regularization for Financial Risk Analysis", in International Conference on Neural Information Processing, Part II, LNCS 7664, pp. 616--623. Springer, Heidelberg , 2012
- Vieira, A. and Ribeiro, B. and Chen, N. , " Credit Scoring for SME Using a Manifold Supervised Learning Algorithm", in Intelligent Data Engineering and Automated Learning - IDEAL 2012 Lecture Notes in Computer Science, 2012, Volume 7435/2012, 763-770, DOI: 10.1007/978-3-642-32639-4_90, 2012
2010
(1 publication) 2009
(3 publications) - Chen, N. and Vieira, A. and Ribeiro, B. and Duarte, J. and Neves, J.C. , "Cost-Sensitive Learning Vector Quantization for Financial Distress Prediction", in EPIA 2009, Springer-Verlag, Lecture Notes in Artificial Intelligence (LNAI) vol. 5816, pp. 374 â?? 385, 2009
- Ribeiro, B. and Silva, C. and Vieira, A. and Neves, J.C. , "Extracting Discriminative Features Using Non-Negative Matrix Factorization in Financial Distress Data", 2009
- Vieira, A. and Duarte, J. and Ribeiro, B. and Neves, J.C. , "Accurate Prediction of Financial Distress of Companies with Machine Learning Algorithms", 2009