| 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 | en |
| ISSN | 0972-0510 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 | IND |
| 公開徵稿 | |
| 出版型式 | 紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/72516 ) |
| SDGS | 尊嚴就業與經濟發展,產業創新與基礎設施 |
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