Improving Financial Distress Prediction Via Genetic Programming Decision Tree-Evidence from Taiwan

淡江大學機構典藏 > 商管學院 > 財務金融學系暨研究所 > 期刊論文 > Item 987654321/72516

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题名:	Improving Financial Distress Prediction Via Genetic Programming Decision Tree-Evidence from Taiwan
作者:	Lee, Wo-chiang
贡献者:	淡江大學財務金融學系
关键词:	Financial distress model;decision tree;CART;C5.0;GP decision tree
日期:	2009-11
上传时间:	2011-10-24 10:31:34 (UTC+8)
出版者:	New Delhi: TARU Publications
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.
關聯:	Journal of Statistics and Management Systems 12(6), pp.1129-1149
DOI:	10.1080/09720510.2009.10701447
显示于类别:	[財務金融學系暨研究所] 期刊論文

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