Prediction of financial distress: An application to Chinese listed companies using ensemble classifiers of multiple reductions

• Published in: International Conference on Management Science & Engineering ... annual conference proceedings (Print) pp. 1456 - 1461
• Main Author: Wu, Bao-xiu
• Format: Conference Proceeding
• Language: English
• Published: IEEE 01.08.2014
• Subjects: Accuracy; Classification algorithms; Companies; ensemble classifiers; financial distress prediction; Logistics; multiple classifier system; neighborhood rough set; Prediction algorithms; Predictive models; Support vector machines

Predicting financial distress has been a subject of keen interest in financial economics. In this paper, we forward a financial distress prediction model based on multiple reduction ensembles, which employs neighborhood rough set based attribute reduction to generate a set of reducts, then each redu...