A Hybrid GA-BP Model for Bankruptcy Prediction

Authors:
Ying Sai;Chenjian Zhong;Lehong Qu
Affiliations:
Shandong University of Finance, Jinan, Shandong Province, China;Shandong University of Finance, Jinan, Shandong Province, China;Shandong University of Finance, Jinan, Shandong Province, Chinac
Venue:
ISADS '07 Proceedings of the Eighth International Symposium on Autonomous Decentralized Systems
Year:
2007

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Abstract

With the increase of economic globalization and evolution of information technology, accounting information are being generated and accumulated at an unprecedented pace. As a result, there has been a critical need for automated approaches to effective and efficient utilization of massive amount of accounting information to support companies' decision making. In this paper, we describe a hybrid GA-BP model in bankruptcy prediction. Optimization based on the genetic algorithm was executed on the neural networks thresholds and weights values. In addition, an example is given to validate the model; the results show our model has a high prediction accuracy in bankruptcy prediction.