The prediction of bankruptcy is of significant importance with the present-day increase of bankrupt companies. In the practical applications, the cost of misclassification is worthy of consideration in the modeling in order to make accurate and desirable decisions. An effective prediction system requires the integration of the cost preference into the construction and optimization of prediction models. This paper presents an evolutionary approach for optimizing simultaneously the complexity and the weights of learning vector quantization network under the symmetric cost preference. Experimental evidences on a real-world data set demonstrate the proposed algorithm leads to significant reduction of features without degradation of prediction capability.
Expert Systems with Applications - Elsevier, Vol. 38, #10, pp. 12939-12945, April 2011
DOI
Cited by
Year 2014 : 1 citations
A misclassification cost risk bound based on hybrid particle swarm optimization heuristic
PC Pendharkar - Expert Systems with Applications, 2014 - Elsevier
Year 2013 : 2 citations
Small sample-oriented case-based kernel predictive modeling and its economic forecasting applications under n-splits-k-times hold-out assessment
H Li, LY Hong, JX He, XG Xu, J Sun - Economic Modelling, 2013 - Elsevier
Influence of class distribution on cost-sensitive learning: A case study of bankruptcy analysis
N Chen, A Chen, B Ribeiro - Intelligent Data Analysis, 2013 - IOS Press
Year 2012 : 6 citations
An analysis on qualitative bankruptcy prediction using fuzzy ID3 and ant colony optimization algorithm
A Martin, V Aswathy, S Balaji… - Pattern Recognition, …, 2012 - ieeexplore.ieee.org
Bankruptcy prediction and credit scoring: a review of recent developments based on hybrid systems and some related patents
J de Andres, P Lorca… - Recent Patents on …, 2012 - ingentaconnect.com
FUNDAÇÃO INSTITUTO CAPIXABA DE PESQUISAS EM CONTABILIDADE, ECONOMIA E FINANÇAS–FUCAPE
GP MUNIZ - fucape.br
A generalized model for bankruptcy prediction of the electricity industrial firms: Empirical evidence for the restructured Iranian distribution companies
SM Mazhari, H Monsef - Electrical Power Distribution Networks …, 2012 - ieeexplore.ieee.org
Differential evolution trained kernel principal component WNN and kernel binary quantile regression: Application to banking
KN Reddy, V Ravi - Knowledge-Based Systems, 2012 - Elsevier
Assessing methodologies for intelligent bankruptcy prediction
E Kirkos - Artificial Intelligence Review, 2012 - Springer