教師資料查詢 | 類別: 期刊論文 | 教師: 李沃牆 Lee, Wo-chiang (瀏覽個人網頁)

標題:Improving Financial Distress Prediction Via Genetic Programming Decision Tree-Evidence from Taiwan
學年98
學期1
出版(發表)日期2009/11/01
作品名稱Improving Financial Distress Prediction Via Genetic Programming Decision Tree-Evidence from Taiwan
作品名稱(其他語言)
著者Lee, Wo-chiang
單位淡江大學財務金融學系
出版者New Delhi: TARU Publications
著錄名稱、卷期、頁數Journal of Statistics and Management Systems 12(6), pp.1129-1149
摘要In this paper, we apply the classifiers like CART, C5.0, GP decision tree and compare with Logic model and ANN model for Taiwan listed electronic companies’s bankruptcy prediction. Our empirical results reveal that the GP decision tree can outperform all the classifiers either in overall percentage of correct or k -fold cross validation test in out sample. That is to say, GP decision tree model has the highest accuracy and lowest expected misclassification costs. It can provide an efficient alternative to discriminate financial distress problems in Taiwan.
關鍵字Financial distress model; decision tree; CART; C5.0; GP decision tree
語言英文
ISSN0972-0510;2169-0014
期刊性質國外
收錄於EI
產學合作
通訊作者
審稿制度
國別印度
公開徵稿
出版型式紙本
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