Insolvency Prediction of Irish Companies Using Backpropagation and Fuzzy ARTMAP Neural Networks

被引:0
作者
Nachev, Anatoli [1 ]
Hill, Seamus [1 ]
Stoyanov, Borislav [2 ]
机构
[1] NUI, Cairnes Sch Business & Econ, Business Informat Syst, Galway, Ireland
[2] Univ Shumen, Dept Comp Syst & Technol, Shumen, Bulgaria
来源
ENTERPRISE INFORMATION SYSTEMS-BK | 2009年 / 24卷
关键词
Insolvency prediction; Data mining; Neural networks; Backpropagation; Fuzzy ARTMAP; BANKRUPTCY PREDICTION;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This Study explores experimentally the potential of BPNNs and Fuzzy ARTMAP neural networks to predict insolvency of Irish firms. We used financial information for Irish companies for a period of six years, preprocessed properly in order to be used with neural networks. Prediction results show that with certain network parameters the Fuzzy ARTMAP model outperforms BPNN. It outperforms also self-organising feature maps as reported by other studies that use the same dataset. Accuracy of predictions was validated by ROC analysis, AUC metrics, and leave-one-out cross-validation.
引用
收藏
页码:287 / +
页数:3
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