Machine Learning in Financial Crisis Prediction: A Survey

Vertical bagging decision trees model for credit scoring

(2010) Defu Zhang et al.   EXPERT SYSTEMS WITH APPLICATIONS

Failure prediction of dotcom companies using neural network–genetic programming hybrids

(2010) P. Ravisankar et al.   INFORMATION SCIENCES

Financial distress prediction in banks using Group Method of Data Handling neural network, counter propagation neural network and fuzzy ARTMAP

(2010) P. Ravisankar et al.   KNOWLEDGE-BASED SYSTEMS

From linear to non-linear kernel based classifiers for bankruptcy prediction

(2010) Tony Van Gestel et al.   NEUROCOMPUTING

Credit rating by hybrid machine learning techniques

(2009) Chih-Fong Tsai et al.   APPLIED SOFT COMPUTING

Subagging for credit scoring models

(2009) Giuseppe Paleologo et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Credit scoring for profitability objectives

(2009) Steven Finlay   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Predicting business failure using multiple case-based reasoning combined with support vector machine

(2009) Hui Li et al.   EXPERT SYSTEMS WITH APPLICATIONS

A practical approach to bankruptcy prediction for small businesses: Substituting the unavailable financial data for credit card sales information

(2009) Jong Sik Yoon et al.   EXPERT SYSTEMS WITH APPLICATIONS

On sensitivity of case-based reasoning to optimal feature subsets in business failure prediction

(2009) Hui Li et al.   EXPERT SYSTEMS WITH APPLICATIONS

Beyond business failure prediction

(2009) Wei-Wen Wu   EXPERT SYSTEMS WITH APPLICATIONS

Multiple classifier application to credit risk assessment

(2009) Bhekisipho Twala   EXPERT SYSTEMS WITH APPLICATIONS

A hybrid approach based on the combination of variable selection using decision trees and case-based reasoning using the Mahalanobis distance: For bankruptcy prediction

(2009) Sungbin Cho et al.   EXPERT SYSTEMS WITH APPLICATIONS

Comparing four bankruptcy prediction models: Logit, quadratic interval logit, neural and fuzzy neural networks

(2009) Fang-Mei Tseng et al.   EXPERT SYSTEMS WITH APPLICATIONS

Ensemble with neural networks for bankruptcy prediction

(2009) Myoung-Jong Kim et al.   EXPERT SYSTEMS WITH APPLICATIONS

Combination of feature selection approaches with SVM in credit scoring

(2009) Fei-Long Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

A Survey on the Application of Genetic Programming to Classification

(2009) P.G. Espejo et al.   IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART C-APPLICATIONS AND RE

A cross model study of corporate financial distress prediction in Taiwan: Multiple discriminant analysis, logit, probit and neural networks models

(2009) Tzong-Huei Lin   NEUROCOMPUTING

Bankruptcy prediction using ELECTRE-based single-layer perceptron

(2009) Yi-Chung Hu   NEUROCOMPUTING

Hybrid and ensemble-based soft computing techniques in bankruptcy prediction: a survey

(2009) Antanas Verikas et al.   SOFT COMPUTING

Threshold accepting trained principal component neural network and feature subset selection: Application to bankruptcy prediction in banks

(2008) V. Ravi et al.   APPLIED SOFT COMPUTING

Bankruptcy prediction modeling with hybrid case-based reasoning and genetic algorithms approach

(2008) Hyunchul Ahn et al.   APPLIED SOFT COMPUTING

Bankruptcy forecasting: An empirical comparison of AdaBoost and neural networks

(2008) Esteban Alfaro et al.   DECISION SUPPORT SYSTEMS

DEA–DA for bankruptcy-based performance assessment: Misclassification analysis of Japanese construction industry

(2008) Toshiyuki Sueyoshi et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Financial decision support using neural networks and support vector machines

(2008) Chih-Fong Tsai   EXPERT SYSTEMS

Prediction of financial information manipulation by using support vector machine and probabilistic neural network

(2008) Hulisi Öğüt et al.   EXPERT SYSTEMS WITH APPLICATIONS

Predicting the financial crisis by Mahalanobis–Taguchi system – Examples of Taiwan’s electronic sector

(2008) Yu-Cheng Lee et al.   EXPERT SYSTEMS WITH APPLICATIONS

Accuracy of machine learning models versus “hand crafted” expert systems – A credit scoring case study

(2008) Arie Ben-David et al.   EXPERT SYSTEMS WITH APPLICATIONS

Consumer credit scoring models with limited data

(2008) Maja Šušteršič et al.   EXPERT SYSTEMS WITH APPLICATIONS

Effects of feature construction on classification performance: An empirical study in bank failure prediction

(2008) Huimin Zhao et al.   EXPERT SYSTEMS WITH APPLICATIONS

Failure prediction of dotcom companies using hybrid intelligent techniques

(2008) D. Karthik Chandra et al.   EXPERT SYSTEMS WITH APPLICATIONS

Prediction model building with clustering-launched classification and support vector machines in credit scoring

(2008) Shu-Ting Luo et al.   EXPERT SYSTEMS WITH APPLICATIONS

Support vector machines for credit scoring and discovery of significant features

(2008) Tony Bellotti et al.   EXPERT SYSTEMS WITH APPLICATIONS

Financial distress prediction based on serial combination of multiple classifiers

(2008) Jie Sun et al.   EXPERT SYSTEMS WITH APPLICATIONS

A binary classification method for bankruptcy prediction

(2008) Jae H. Min et al.   EXPERT SYSTEMS WITH APPLICATIONS

Are we modelling the right thing? The impact of incorrect problem specification in credit scoring

(2008) Steven Finlay   EXPERT SYSTEMS WITH APPLICATIONS

Differential evolution trained wavelet neural networks: Application to bankruptcy prediction in banks

(2008) Nikunj Chauhan et al.   EXPERT SYSTEMS WITH APPLICATIONS

Majority voting combination of multiple case-based reasoning for financial distress prediction

(2008) Hui Li et al.   EXPERT SYSTEMS WITH APPLICATIONS

A selective ensemble based on expected probabilities for bankruptcy prediction

(2008) Chihli Hung et al.   EXPERT SYSTEMS WITH APPLICATIONS

Using neural networks and data mining techniques for the financial distress prediction model

(2008) Wei-Sen Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

A new two-stage hybrid approach of credit risk in banking industry

(2008) Shu Ling Lin   EXPERT SYSTEMS WITH APPLICATIONS

Mining the customer credit using hybrid support vector machine technique

(2008) Weimin Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

A genetic programming model for bankruptcy prediction: Empirical evidence from Iran

(2008) Hossein Etemadi et al.   EXPERT SYSTEMS WITH APPLICATIONS

Predicting bank financial failures using neural networks, support vector machines and multivariate statistical methods: A comparative analysis in the sample of savings deposit insurance fund (SDIF) transferred banks in Turkey

(2008) Melek Acar Boyacioglu et al.   EXPERT SYSTEMS WITH APPLICATIONS

An experimental comparison of ensemble of classifiers for bankruptcy prediction and credit scoring

(2008) Loris Nanni et al.   EXPERT SYSTEMS WITH APPLICATIONS

Credit scoring algorithm based on link analysis ranking with support vector machine

(2008) Xiujuan Xu et al.   EXPERT SYSTEMS WITH APPLICATIONS

The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients

(2008) I-Cheng Yeh et al.   EXPERT SYSTEMS WITH APPLICATIONS

An association-based case reduction technique for case-based reasoning

(2008) Cheng-Hsiang Liu et al.   INFORMATION SCIENCES

Gaussian case-based reasoning for business failure prediction with empirical data in China

(2008) Hui Li et al.   INFORMATION SCIENCES

Ranking-order case-based reasoning for financial distress prediction

(2008) Hui Li et al.   KNOWLEDGE-BASED SYSTEMS

Incorporating a non-additive decision making method into multi-layer neural networks and its application to financial distress analysis

(2008) Yi-Chung Hu   KNOWLEDGE-BASED SYSTEMS

Feature selection in bankruptcy prediction

(2008) Chih-Fong Tsai   KNOWLEDGE-BASED SYSTEMS

Soft computing system for bank performance prediction

(2007) V. Ravi et al.   APPLIED SOFT COMPUTING

An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring

(2007) Lean Yu et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

A note on knowledge discovery using neural networks and its application to credit card screening

(2007) Rudy Setiono et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Feature selection to diagnose a business crisis by using a real GA-based support vector machine: An empirical study

(2007) Liang-Hsuan Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

A hybrid financial analysis model for business failure prediction

(2007) Shi-Ming Huang et al.   EXPERT SYSTEMS WITH APPLICATIONS

A practical approach to credit scoring

(2007) Jae H. Min et al.   EXPERT SYSTEMS WITH APPLICATIONS

Listed companies’ financial distress prediction based on weighted majority voting combination of multiple classifiers

(2007) Jie Sun et al.   EXPERT SYSTEMS WITH APPLICATIONS

Forecasting financial condition of Chinese listed companies based on support vector machine

(2007) Y DING et al.   EXPERT SYSTEMS WITH APPLICATIONS

Using neural network ensembles for bankruptcy prediction and credit scoring

(2007) C TSAI et al.   EXPERT SYSTEMS WITH APPLICATIONS

Developing a business failure prediction model via RST, GRA and CBR

(2007) Rong-Ho Lin et al.   EXPERT SYSTEMS WITH APPLICATIONS

Financial distress prediction based on OR-CBR in the principle of k-nearest neighbors

(2007) Hui Li et al.   EXPERT SYSTEMS WITH APPLICATIONS

An integrative model with subject weight based on neural network learning for bankruptcy prediction

(2007) Sungbin Cho et al.   EXPERT SYSTEMS WITH APPLICATIONS

Constructing a reassigning credit scoring model

(2007) Chun-Ling Chuang et al.   EXPERT SYSTEMS WITH APPLICATIONS

Financial failure prediction using efficiency as a predictor

(2007) Xiaoyan Xu et al.   EXPERT SYSTEMS WITH APPLICATIONS

Analyzing the financial distress of Chinese public companies using probabilistic neural networks and multivariate discriminate analysis

(2007) Desheng(Dash) Wu et al.   SOCIO-ECONOMIC PLANNING SCIENCES

Data mining method for listed companies’ financial distress prediction

(2006) Jie Sun et al.   KNOWLEDGE-BASED SYSTEMS