Evolutionary Radial Basis Functions for Credit Assessment
Applied Intelligence
Estimating the Posterior Probabilities Using the K-Nearest Neighbor Rule
Neural Computation
Self-organizing learning array and its application to economic and financial problems
Information Sciences: an International Journal
Expert Systems with Applications: An International Journal
Soft computing system for bank performance prediction
Applied Soft Computing
Using neural network ensembles for bankruptcy prediction and credit scoring
Expert Systems with Applications: An International Journal
Prediction of corporate financial health by Artificial Neural Network
International Journal of Electronic Finance
Bankruptcy forecasting: An empirical comparison of AdaBoost and neural networks
Decision Support Systems
Modelling municipal rating by cluster analysis and neural networks
NN'06 Proceedings of the 7th WSEAS International Conference on Neural Networks
Early bankruptcy prediction using ENPC
Applied Intelligence
Soft computing techniques applied to finance
Applied Intelligence
Improving Business Failure Predication Using Rough Sets with Non-financial Variables
ICANNGA '07 Proceedings of the 8th international conference on Adaptive and Natural Computing Algorithms, Part I
ICCS '07 Proceedings of the 7th international conference on Computational Science, Part II
An integrative model with subject weight based on neural network learning for bankruptcy prediction
Expert Systems with Applications: An International Journal
An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Failure prediction of dotcom companies using hybrid intelligent techniques
Expert Systems with Applications: An International Journal
A binary classification method for bankruptcy prediction
Expert Systems with Applications: An International Journal
Feature selection in bankruptcy prediction
Knowledge-Based Systems
Alternative diagnosis of corporate bankruptcy: A neuro fuzzy approach
Expert Systems with Applications: An International Journal
An Introduction to Natural Computing in Finance
EvoWorkshops '09 Proceedings of the EvoWorkshops 2009 on Applications of Evolutionary Computing: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG
Intelligent technologies for investing: a review of engineering literature
Intelligent Decision Technologies
Application of HLVQ and G-Prop Neural Networks to the Problem of Bankruptcy Prediction
IWANN '03 Proceedings of the 7th International Work-Conference on Artificial and Natural Neural Networks: Part II: Artificial Neural Nets Problem Solving Methods
A knowledge integration model for the prediction of corporate dividends
Expert Systems with Applications: An International Journal
Computational intelligence for evolving trading rules
IEEE Transactions on Evolutionary Computation - Special issue on computational finance and economics
Integration of heterogeneous models to predict consumer behavior
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
A study of Taiwan's issuer credit rating systems using support vector machines
Expert Systems with Applications: An International Journal
Failure prediction with self organizing maps
Expert Systems with Applications: An International Journal
Failure prediction of dotcom companies using neural network-genetic programming hybrids
Information Sciences: an International Journal
A model of portfolio optimization using time adapting genetic network programming
Computers and Operations Research
Expert Systems with Applications: An International Journal
International Journal of Bio-Inspired Computation
Learning manifolds for bankruptcy analysis
ICONIP'08 Proceedings of the 15th international conference on Advances in neuro-information processing - Volume Part I
Accurate prediction of financial distress of companies with machine learning algorithms
ICANNGA'09 Proceedings of the 9th international conference on Adaptive and natural computing algorithms
Selecting useful features for personal credit risk analysis
International Journal of Business Information Systems
Genetic relation algorithm with guided mutation for the large-scale portfolio optimization
Expert Systems with Applications: An International Journal
An empirical study of classification algorithm evaluation for financial risk prediction
Applied Soft Computing
Fuzzy Support Vector Machine for bankruptcy prediction
Applied Soft Computing
Combining models from neural networks and inductive learning algorithms
Expert Systems with Applications: An International Journal
Multi-objective evolutionary algorithms for feature selection: application in bankruptcy prediction
SEAL'10 Proceedings of the 8th international conference on Simulated evolution and learning
A hybrid model for credit evaluation problem
ICSI'11 Proceedings of the Second international conference on Advances in swarm intelligence - Volume Part I
Credit risk evaluation using neural networks: Emotional versus conventional models
Applied Soft Computing
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
Comparative analysis of data mining methods for bankruptcy prediction
Decision Support Systems
Using PCA-Based neural network committee model for early warning of bank failure
ICNC'06 Proceedings of the Second international conference on Advances in Natural Computation - Volume Part I
A hybrid SOM-Altman model for bankruptcy prediction
ICCS'06 Proceedings of the 6th international conference on Computational Science - Volume Part IV
A comprehensible SOM-Based scoring system
MLDM'05 Proceedings of the 4th international conference on Machine Learning and Data Mining in Pattern Recognition
Ensemble prediction of commercial bank failure through diversification of input features
AI'06 Proceedings of the 19th Australian joint conference on Artificial Intelligence: advances in Artificial Intelligence
Predicting financial distress of the South Korean manufacturing industries
Expert Systems with Applications: An International Journal
Enhanced default risk models with SVM+
Expert Systems with Applications: An International Journal
Using Neural Nets To Combine Information Sets In Corporate Bankruptcy Prediction
International Journal of Intelligent Systems in Accounting and Finance Management
Financial distress prediction using support vector machines: Ensemble vs. individual
Applied Soft Computing
Probabilistic and discriminative group-wise feature selection methods for credit risk analysis
Expert Systems with Applications: An International Journal
Using genetic algorithm based knowledge refinement model for dividend policy forecasting
Expert Systems with Applications: An International Journal
Sequential manifold learning for efficient churn prediction
Expert Systems with Applications: An International Journal
Comparing logistic regression, neural networks, c5.0 and m5′ classification techniques
MLDM'12 Proceedings of the 8th international conference on Machine Learning and Data Mining in Pattern Recognition
Credit scoring for SME using a manifold supervised learning algorithm
IDEAL'12 Proceedings of the 13th international conference on Intelligent Data Engineering and Automated Learning
Clustering and visualization of bankruptcy trajectory using self-organizing map
Expert Systems with Applications: An International Journal
Particle swarm optimization trained auto associative neural networks used as single class classifier
SEMCCO'12 Proceedings of the Third international conference on Swarm, Evolutionary, and Memetic Computing
International Journal of Information Systems and Social Change
Machine learning-based classifiers ensemble for credit risk assessment
International Journal of Electronic Finance
Topological pattern discovery and feature extraction for fraudulent financial reporting
Expert Systems with Applications: An International Journal
The impact of multinationality on firm value: A comparative analysis of machine learning techniques
Decision Support Systems
International Journal of Hybrid Intelligent Systems
Exogenous risk analysis in global supplier networks: Conceptualization and field research findings
Information-Knowledge-Systems Management - Enterprise Transformation: Manufacturing in a Global Enterprise
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The prediction of corporate bankruptcies is an important and widely studied topic since it can have significant impact on bank lending decisions and profitability. This work presents two contributions. First we review the topic of bankruptcy prediction, with emphasis on neural-network (NN) models. Second, we develop an NN bankruptcy prediction model. Inspired by one of the traditional credit risk models developed by Merton (1974), we propose novel indicators for the NN system. We show that the use of these indicators in addition to traditional financial ratio indicators provides a significant improvement in the (out-of-sample) prediction accuracy (from 81.46% to 85.5% for a three-year-ahead forecast)