title: |
Hybrid Neural Network Bankruptcy Prediction: An Integration of Financial Ratios, Intellectual Capital Ratios, MDA, and Neural Network Learning |
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publication: |
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part of series: |
Advances in Intelligent Systems Research | |
ISBN: |
978-90-78677-01-7 | |
ISSN: |
1951-6851 | |
DOI: |
doi:10.2991/jcis.2006.323 (how to use a DOI) | |
author(s): |
Wen-Kuei Hsieh, Shang-Ming Liu, Sung-Yi Hsieh |
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corresponding author: |
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publication date: |
October 2006 |
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keywords: |
Bankruptcy prediction; Neural network; Hybrid neural network; MDA |
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abstract: |
One purpose of this paper is to propose hybrid neural network models for bankruptcy prediction. The proposed hybrid neural network models are, respecitvely, a MDA model integrated with financial ratios, a MDA model integrated with financial ratios and intellectual capital ratios, a MDA-assisted neural network model integrated with financial ratios, and a MDA-assissted neural network model integrated with financial ratios and intellectual capital ratios. The performance of the hybrid neural network model is compared with MDA model integrated with financial ratios as a benchmark. Empirical results using Taiwan bankruptcy data show that hybrid neural network models are very promising ones in terms of accuracy and adaptability. |
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copyright: |
©
Atlantis Press. This article is distributed under the
terms of the Creative Commons Attribution License, which permits
non-commercial use, distribution and reproduction in any medium,
provided the original work is properly cited. |
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full text: |