Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/68881
標題: Alternative diagnosis of corporate bankruptcy: A neuro fuzzy approach
作者: Chen, H.J.
Huang, S.Y.
Lin, C.S.
關鍵字: Bankruptcy
Neural network
Fuzzy logic
Neuro fuzzy
qualitative-response model
discriminant-analysis
financial ratios
prediction models
networks
information
regression
failures
decision
system
期刊/報告no:: Expert Systems with Applications, Volume 36, Issue 4, Page(s) 7710-7720.
摘要: Bankruptcy filings are as high today as ever. calling into question the efficacy of existing bankruptcy prediction models. This paper tries to provide an alternative for bankruptcy prediction by using neuro, fuzzy, a hybrid approach combining the functionality of fuzzy logic and the learning ability of neural networks. The empirical results show that neuro fuzzy demonstrates a better accuracy rate, lower misclassification cost and higher detecting power than does logit regression, meaning neuro fuzzy could be a great help in providing warnings of impending bankruptcy. Also, its comprehensive explanation about mapping functions among variables presumably provides a foundation for further development of theory and testing of the membership function shape, the transfer function, the methods to aggregate, the methods to defuzzify, and so on. (C) 2008 Elsevier Ltd. All rights reserved.
URI: http://hdl.handle.net/11455/68881
ISSN: 0957-4174
文章連結: http://dx.doi.org/10.1016/j.eswa.2008.09.023
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