Prediction of corporate financial health by Artificial Neural Network

Authors:
Sumit Chakraborty;Sushil K. Sharma
Affiliations:
Indian Institute of Management Calcutta, Joka, Diamond Harbour Road, Kolkata 700104, West Bengal, India.;Miller College of Business, Ball State University, Muncie IN 47306, USA
Venue:
International Journal of Electronic Finance
Year:
2007

Citing 24
Cited 11

Inducing rules for expert system development: an example using default and bankruptcy data

Management Science
Forecasting with neural networks

Information and Management
Managerial applications of neural networks: the case of bank failure predictions

Management Science
Neural network performance on the bankruptcy classification problem

Proceedings of the 15th annual conference on Computers and industrial engineering
A classification approach using multi-layered neural networks

Decision Support Systems - Special issue on neural networks for decision support
Bankruptcy prediction using neural networks

Decision Support Systems - Special issue on neural networks for decision support
Fundamentals of neural networks: architectures, algorithms, and applications

Fundamentals of neural networks: architectures, algorithms, and applications
Elements of artificial neural networks

Elements of artificial neural networks
Neural network applications in business: a review and analysis of the literature (1988-95)

Decision Support Systems
An Introduction to Neural Networks

An Introduction to Neural Networks
Neural Networks for Pattern Recognition

Neural Networks for Pattern Recognition
Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real World Performance

Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real World Performance
Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural networks, and genetic algorithm: a case study in romantic decision support

Decision Support Systems
A methodology to explain neural network classification

Neural Networks
Neural networks and the financial markets: predicting, combining and portfolio optimisation

Neural networks and the financial markets: predicting, combining and portfolio optimisation
Credit rating analysis with support vector machines and neural networks: a market comparative study

Decision Support Systems - Special issue: Data mining for financial decision making
A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market

Computers and Operations Research
Artificial Neural Networks in Finance and Manufacturing

Artificial Neural Networks in Finance and Manufacturing
Utilising neural network applications to enhance efficiency in the healthcare industry: predicting populations of future chronic illness

International Journal of Business Intelligence and Data Mining
Load forecasting using artificial intelligence techniques: a literature survey

International Journal of Computer Applications in Technology
Modelling of Turkey's net energy consumption using artificial neural network

International Journal of Computer Applications in Technology
Pricing analysis of decision-making software: modelling and Artificial Intelligence approaches

International Journal of Computer Applications in Technology
Comparison of support-vector machines and back propagation neural networks in forecasting the six major Asian stock markets

International Journal of Electronic Finance
Bankruptcy prediction for credit risk using neural networks: A survey and new results

IEEE Transactions on Neural Networks

The relationship between market sentiment and equity premium: an artificial neural network analysis

International Journal of Electronic Finance
A genetic-based hybrid approach to corporate failure prediction

International Journal of Electronic Finance
Stock price effects analysis between US and Taiwanese online stock trading

International Journal of Electronic Finance
Portfolio diversification: the role of information technology in future investment decision-making

International Journal of Electronic Finance
Does Altman's z-score predict the economic viability of health maintenance organisations?

International Journal of Electronic Finance
Use of distributed computing in derivative pricing

International Journal of Electronic Finance
Financial implications of artificial Neural Networks in automobile insurance underwriting

International Journal of Electronic Finance
Construction of classification models for credit policies in banks

International Journal of Electronic Finance
Training a Neural Logic Network to predict financial returns: a case study

International Journal of Electronic Finance
Using relative movement to support ANN-based stock forecasting in Thai stock market

International Journal of Electronic Finance
Non-linear estimates of the Black-Scholes option pricing model using online agent-based data

International Journal of Electronic Finance

Quantified Score

Hi-index	0.00

Visualization

Abstract

Neural networks are perhaps the most significant forecasting tool to be applied to the financial markets in recent years and are gaining ascendancy because of reports of their success. This paper checks out the classification capability of Radial Basis Function Networks (RBF), Multi-Layer Perceptrons (MLPs) with and without Principal Component Analysis (PCA), Self-Organizing Feature Maps (SOFM) with MLP and Support Vector Machine (SVM) neural architecture for prediction of the financial health of firms.