Parallel distributed processing: explorations in the microstructure of cognition, vol. 1: foundations
C4.5: programs for machine learning
C4.5: programs for machine learning
Elements of machine learning
Hybrid neural network models for bankruptcy predictions
Decision Support Systems
Machine Learning
Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models
Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models
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
Computers and Operations Research
An empirical comparison of supervised learning algorithms
ICML '06 Proceedings of the 23rd international conference on Machine learning
Bankruptcy forecasting: An empirical comparison of AdaBoost and neural networks
Decision Support Systems
An empirical evaluation of supervised learning in high dimensions
Proceedings of the 25th international conference on Machine learning
A study of cross-validation and bootstrap for accuracy estimation and model selection
IJCAI'95 Proceedings of the 14th international joint conference on Artificial intelligence - Volume 2
Business Intelligence: Data Mining and Optimization for Decision Making
Business Intelligence: Data Mining and Optimization for Decision Making
Advanced Data Mining Techniques
Advanced Data Mining Techniques
Ensemble Methods in Data Mining: Improving Accuracy Through Combining Predictions
Ensemble Methods in Data Mining: Improving Accuracy Through Combining Predictions
A comparative analysis of machine learning techniques for student retention management
Decision Support Systems
Detection of financial statement fraud and feature selection using data mining techniques
Decision Support Systems
Identification of fraudulent financial statements using linguistic credibility analysis
Decision Support Systems
A computational model for financial reporting fraud detection
Decision Support Systems
Detecting evolutionary financial statement fraud
Decision Support Systems
An investigation of data and text mining methods for real world deception detection
Expert Systems with Applications: An International Journal
An elusive antecedent of superior firm performance: The knowledge management factor
Decision Support Systems
Comparative analysis of data mining methods for bankruptcy prediction
Decision Support Systems
IT assets, organization capital and market power: Contributions to business value
Decision Support Systems
An analytic approach to better understanding and management of coronary surgeries
Decision Support Systems
Determinants of intangible assets value: The data mining approach
Knowledge-Based Systems
Bankruptcy prediction for credit risk using neural networks: A survey and new results
IEEE Transactions on Neural Networks
Using genetic algorithm based knowledge refinement model for dividend policy forecasting
Expert Systems with Applications: An International Journal
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In this study, the impact of multinationality (as measured by foreign sales ratio) and fourteen other financial indicators on firm value (characterized by market capitalization and market-to-book ratio) for the period of 1997-2011 was investigated using two popular machine learning techniques: decision trees and artificial neural networks. We divided the time period of 1997-2011 into two periods; 1997-2004 and 2005-2011 to investigate the robustness of results pre- and post-IFRS implementation. To determine the relative importance of factors as the predictors of firm value, first, a number of classification models are developed; then, the information fusion based sensitivity analysis is applied to these classification models to identify the ranked order of the independent variables. Among the independent variables, multinationality was found to determine firm value only moderately. In addition to multinationality, other financial characteristics such as firm size (as measured by natural logarithm of assets), leverage, liquidity, and profitability were consistently found to be affecting firm value.