Machine Learning
IEEE Transactions on Pattern Analysis and Machine Intelligence
The Random Subspace Method for Constructing Decision Forests
IEEE Transactions on Pattern Analysis and Machine Intelligence
Neural network applications in finance: a review and analysis of literature (1990-1996)
Information and Management
Neural network credit scoring models
Computers and Operations Research - Neural networks in business
Neural Networks: A Comprehensive Foundation
Neural Networks: A Comprehensive Foundation
Multiclassifier Systems: Back to the Future
MCS '02 Proceedings of the Third International Workshop on Multiple Classifier Systems
Selecting Bankruptcy Predictors Using a Support Vector Machine Approach
IJCNN '00 Proceedings of the IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 6 - Volume 6
Evaluation of the Information-Theoretic Construction of Multiple Classifier Systems
ICDAR '03 Proceedings of the Seventh International Conference on Document Analysis and Recognition - Volume 2
Pattern Classification (2nd Edition)
Pattern Classification (2nd Edition)
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
Neural network ensemble strategies for financial decision applications
Computers and Operations Research
Rotation Forest: A New Classifier Ensemble Method
IEEE Transactions on Pattern Analysis and Machine Intelligence
Computational Statistics & Data Analysis
Building credit scoring models using genetic programming
Expert Systems with Applications: An International Journal
Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters
Expert Systems with Applications: An International Journal
Switching class labels to generate classification ensembles
Pattern Recognition
An on-line signature verification system based on fusion of local and global information
AVBPA'05 Proceedings of the 5th international conference on Audio- and Video-Based Biometric Person Authentication
Bankruptcy prediction for credit risk using neural networks: A survey and new results
IEEE Transactions on Neural Networks
Majority voting combination of multiple case-based reasoning for financial distress prediction
Expert Systems with Applications: An International Journal
Financial distress prediction based on serial combination of multiple classifiers
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Predicting business failure using forward ranking-order case-based reasoning
Expert Systems with Applications: An International Journal
Using partial least squares and support vector machines for bankruptcy prediction
Expert Systems with Applications: An International Journal
Principal component case-based reasoning ensemble for business failure prediction
Information and Management
An application of locally linear model tree algorithm for predictive accuracy of credit scoring
MEDI'11 Proceedings of the First international conference on Model and data engineering
A hybrid ensemble approach for enterprise credit risk assessment based on Support Vector Machine
Expert Systems with Applications: An International Journal
A hybrid device for the solution of sampling bias problems in the forecasting of firms' bankruptcy
Expert Systems with Applications: An International Journal
Application of polynomial projection ensembles to hedging crude oil commodity risk
Expert Systems with Applications: An International Journal
DRFLogitBoost: a double randomized decision forest incorporated with logitboosted decision stumps
ACIIDS'12 Proceedings of the 4th Asian conference on Intelligent Information and Database Systems - Volume Part I
Financial distress prediction using support vector machines: Ensemble vs. individual
Applied Soft Computing
Empirical models based on features ranking techniques for corporate financial distress prediction
Computers & Mathematics with Applications
Multi-label ensemble based on variable pairwise constraint projection
Information Sciences: an International Journal
Assessing scorecard performance: A literature review and classification
Expert Systems with Applications: An International Journal
An improved boosting based on feature selection for corporate bankruptcy prediction
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Hi-index | 12.07 |
In this paper, we investigate the performance of several systems based on ensemble of classifiers for bankruptcy prediction and credit scoring. The obtained results are very encouraging, our results improved the performance obtained using the stand-alone classifiers. We show that the method ''Random Subspace'' outperforms the other ensemble methods tested in this paper. Moreover, the best stand-alone method is the multi-layer perceptron neural net, while the best method tested in this work is the Random Subspace of Levenberg-Marquardt neural net. In this work, three financial datasets are chosen for the experiments: Australian credit, German credit, and Japanese credit.