A HYBRID MODEL FOR BANKRUPTCY PREDICTION USING GENETIC ALGORITHM, FUZZY C-MEANS AND MARS

作者：A Martin; V Gayathri; G Saranya; P Gayathri

来源：International Journal on Soft Computing, 2011, 2(1): 12-24.

DOI：10.5121/ijsc.2011.2102

• Bankruptcy prediction
• financial ratio models
• Genetic Algorithm
• Fuzzy c-means Clustering
• MARS.

Bankruptcy prediction is very important for all the organization since it affects the economy and rise manysocial problems with high costs. There are large number of techniques have been developed to predict thebankruptcy, which helps the decision makers such as investors and financial analysts. One of thebankruptcy prediction models is the hybrid model using Fuzzy C-means clustering and MARS, which usesstatic ratios taken from the bank financial statements for prediction, which has its own theoreticaladvantages. The performance of existing bankruptcy model can be improved by selecting the best featuresdynamically depend on the nature of the firm. This dynamic selection can be accomplished by GeneticAlgorithm and it improves the performance of prediction model. .

• 出版日期2011