Bankruptcy prediction using artificial immune systems

Authors:
Rohit Singh;Raghu Nandan Sengupta
Affiliations:
Department of Industrial and Managment Engineering, Indian Institute of Technology Kanpur, Kanpur, India;Department of Industrial and Managment Engineering, Indian Institute of Technology Kanpur, Kanpur, India
Venue:
ICARIS'07 Proceedings of the 6th international conference on Artificial immune systems
Year:
2007

Citing 3
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Abstract

In this paper we articulate the idea of utilizing Artificial Immune System (AIS) for the prediction of bankruptcy of companies. Our proposed AIS model considers the financial ratios as input parameters. The novelty of our algorithms is their hybrid nature, where we use modified Negative Selection, Positive Selection and the Clonal Selection Algorithms adopted from Human Immune System. Finally we compare our proposed models with a few existing statistical and mathematical sickness prediction methods.