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

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題名:	Improving Financial Distress Prediction Via Genetic Programming Decision Tree-Evidence from Taiwan
作者:	Lee, Wo-chiang
貢獻者:	淡江大學財務金融學系
關鍵詞:	Financial distress model;decision tree;CART;C5.0;GP decision tree
日期:	2009-11
上傳時間:	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
顯示於類別:	[財務金融學系暨研究所] 期刊論文

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