A modified ABC to Optimize the Parameters of Support Vector Machine for Predicting Bankruptcy

被引：0
|
作者：
Abbazi, Yassine [1 ]
Jebari, Khalid
Ettouhami, Aziz
机构：
[1] Univ UM5A, Fac Sci Mohammed V Agdal, Lab Concept & Syst Microlect & Informat, Rabat, Morocco
来源：
WORLD CONGRESS ON ENGINEERING, WCE 2015, VOL I | 2015年
关键词：
Bankruptcy Prediction; Support Vector Machine; Artificial Bee Colony; MODELS;
D O I：
暂无
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
This paper investigated a modified Artificial Bee Colony (ABC) to find the optimal values of Support Vector Machine (SVM) parameters C and sigma for predicting bankruptcy. Based on key financial ratios, (ABC-SVM) model is used to find a suitable classification by which non bankrupt firms are separated from bankrupt ones. The results obtained by using our model are benchmarked against the performance of Discriminant Analysis(DA) and logistic regression(LR) on the same data.
引用
收藏
页码：163 / 167
页数：5
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