Early bankruptcy prediction using ENPC

Authors:
David Quintana;Yago Saez;Asuncion Mochon;Pedro Isasi
Affiliations:
Department of Computer Science, Universidad Carlos III de Madrid, Leganes, Spain 28911;Department of Computer Science, Universidad Carlos III de Madrid, Leganes, Spain 28911;Department of Applied Economics, UNED, Madrid, Spain 28040;Department of Computer Science, Universidad Carlos III de Madrid, Leganes, Spain 28911
Venue:
Applied Intelligence
Year:
2008

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Abstract

Bankruptcy prediction has long time been an active research field in finance. One of the main approaches to this issue is dealing with it as a classification problem. Among the range of instruments available, we focus our attention on the Evolutionary Nearest Neighbor Classifier (ENPC). In this work we assess the performance of the ENPC comparing it to six alternatives. The results suggest that this algorithm might be considered a good choice.