ELECTRE: A comprehensive literature review on methodologies and applications

K Govindan, MB Jepsen - European Journal of Operational Research, 2016 - Elsevier
Multi-criteria decision analysis (MCDA) is a valuable resource within operations research
and management science. Various MCDA methods have been developed over the years …

Machine learning in financial crisis prediction: a survey

WY Lin, YH Hu, CF Tsai - IEEE Transactions on Systems, Man …, 2011 - ieeexplore.ieee.org
For financial institutions, the ability to predict or forecast business failures is crucial, as
incorrect decisions can have direct financial consequences. Bankruptcy prediction and …

Deep learning models for bankruptcy prediction using textual disclosures

F Mai, S Tian, C Lee, L Ma - European journal of operational research, 2019 - Elsevier
This study introduces deep learning models for corporate bankruptcy forecasting using
textual disclosures. Although textual data are common, it is rarely considered in the financial …

A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction

Y Chen, Y Hao - Expert Systems with Applications, 2017 - Elsevier
This study investigates stock market indices prediction that is an interesting and important
research in the areas of investment and applications, as it can get more profits and returns at …

A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems

A Bahrammirzaee - Neural Computing and Applications, 2010 - Springer
Nowadays, many current real financial applications have nonlinear and uncertain behaviors
which change across the time. Therefore, the need to solve highly nonlinear, time variant …

A new perspective of performance comparison among machine learning algorithms for financial distress prediction

YP Huang, MF Yen - Applied Soft Computing, 2019 - Elsevier
We set out in this study to review a vast amount of recent literature on machine learning (ML)
approaches to predicting financial distress (FD), including supervised, unsupervised and …

The effects of handling outliers on the performance of bankruptcy prediction models

T Nyitrai, M Virág - Socio-Economic Planning Sciences, 2019 - Elsevier
Ratio type financial indicators are the most popular explanatory variables in bankruptcy
prediction models. These measures often exhibit heavily skewed distribution because of the …

A bibliometric study on intelligent techniques of bankruptcy prediction for corporate firms

Y Shi, X Li - Heliyon, 2019 - cell.com
Bibliometric analysis is an effective method to carry out quantitative study of academic output
to address the research trends on a given area of investigation through analysing existing …

A multi-objective genetic optimization for fast, fuzzy rule-based credit classification with balanced accuracy and interpretability

MB Gorzałczany, F Rudziński - Applied Soft Computing, 2016 - Elsevier
Credit classification is an important component of critical financial decision making tasks
such as credit scoring and bankruptcy prediction. Credit classification methods are usually …

Prediction of hotel bankruptcy using support vector machine, artificial neural network, logistic regression, and multivariate discriminant analysis

SY Kim - The Service Industries Journal, 2011 - Taylor & Francis
The objectives of this paper are firstly, to provide an optimal hotel bankruptcy prediction
approach to minimize the empirical risk of misclassification and secondly, to investigate the …