Listed companies' financial distress prediction based on weighted majority voting combination of multiple classifiers
DOI: 10.1016/J.ESWA.2007.07.045
关键词: Financial distress 、 Voting 、 Data mining 、 Financial management 、 Classifier (UML) 、 Computer science 、 Majority rule
摘要: How to effectively predict financial distress is an important problem in corporate management. Though much attention has been paid prediction methods based on single classifier, its limitation of uncertainty and benefit multiple classifier combination for also neglected. This paper puts forward a method weighted majority voting classifiers. The framework system, model combination, basic classifiers' weight selection principles are discussed detail. Empirical experiment with Chinese listed companies' real world data indicates that this can greatly improve the average accuracy stability, it more suitable than
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