- Tytuł:
- Diagnosing corporate stability using grammatical evolution
- Autorzy:
-
Brabazon, A.
O'Neill, M. - Powiązania:
- https://bibliotekanauki.pl/articles/907637.pdf
- Data publikacji:
- 2004
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
ewolucja gramatyczna
prognozowanie awarii
mapowanie procesu
grammatical evolution
corporate failure prediction
mapping process - Opis:
- Grammatical Evolution (GE) is a novel data-driven, model-induction tool, inspired by the biological gene-to-protein mapping process. This study provides an introduction to GE, and demonstrates the methodology by applying it to construct a series of models for the prediction of bankruptcy, employing information drawn from financial statements. Unlike prior studies in this domain, the raw financial information is not preprocessed into pre-determined financial ratios. Instead, the ratios to be incorporated into the classification rule are evolved from the raw financial data. This allows the creation and subsequent evolution of alternative ratio-based representations of the financial data. A sample of 178 publicly quoted, US firms, drawn from the period 1991 to 2000 are used to train and test the model. The best evolved model correctly classified 86 (77)% of the firms in the in-sample training set (out-of-sample validation set), one year prior to failure.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2004, 14, 3; 363-374
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł