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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/97413

    Authors: Chang, Ying-Hua;Meng, Jui-Hsien
    Contributors: 淡江大學資訊管理學系
    Keywords: Financial distress;Financial alert;Back-propagation Artificial neural network
    Date: 2013-07-07
    Issue Date: 2014-03-19 17:26:06 (UTC+8)
    Abstract: Business environments have been changed for years and more complicated than before. There are more impacts and many difficulties to companies because of financial distress. In order to reduce the impact, it is important to find out the causes of financial distress, and give alert to companies before it get distressed. There were studies that use basic financial analysis,
    or single data-mining method exploring causes of financial distress. This study based on dynamic financial states, and finds the characteristics and rules of financial distress. This study combines Back-propagation Artificial Neural Networks (BPN) and Evolution Strategies (ES), extracts rules of financial distress, and incorporates with the results of Markov process analysis, in order to develop an optimized financial-distress alert model.
    This study utilizes supervised learning networks to evaluate the risk of financial
    distress of the companies, and find out the rules of financial distress by adding the prior evaluated results to evolution strategies.
    Relation: Proceedings of International Conference on Business and Information
    Appears in Collections:[資訊管理學系暨研究所] 會議論文

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