Computational Economics - Computational Studies at Stanford
A hybrid SOM-Altman model for bankruptcy prediction
ICCS'06 Proceedings of the 6th international conference on Computational Science - Volume Part IV
Bankruptcy prediction for credit risk using neural networks: A survey and new results
IEEE Transactions on Neural Networks
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This article presents the way how creditor can predict the trends of debtors financial standing. We propose the model for forecasting changes of financial standings. Model is based on the Self-organizing maps as a tool for prediction, grouping and visualization of large amount of data. Inputs for training of SOM are financial ratios calculated according any discriminate bankruptcy model. Supervised neural network lets automatically increase accuracy of performance via changing of weights of ratios.