破产预测的人工神经网络Bagging

Lei Shi, Lei Xi, Xinming Ma, Xiaohong Hu
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引用次数: 10

摘要

破产预测一直是会计和金融领域最具挑战性的任务之一,也是一个重要的研究课题。为了提高人工神经网络在破产预测分析中的预测性能,本文提出了机器学习界流行的Bagging集成技术。在公共数据集上进行的实验表明,该方法取得了明显的性能提升。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Bagging of Artificial Neural Networks for Bankruptcy Prediction
Bankruptcy prediction has been one of the most challenging tasks and a major research topic in accounting and finance. In this paper, Bagging ensemble, a popular technique in the machine learning community, is proposed to improve the prediction performance of artificial neural networks in bankruptcy prediction analysis. The experiments conducted on the public dataset show that the proposed approach achieves obvious improvement of performance.
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