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Dissimilarity-Based Linear Models for Corporate Bankruptcy Prediction
dc.contributor.author | García, Vicente | |
dc.contributor.author | Marqués Marzal, Ana Isabel | |
dc.contributor.author | Sánchez Garreta, Josep Salvador | |
dc.contributor.author | Ochoa Domínguez, Humberto de Jesús | |
dc.date.accessioned | 2019-04-24T07:40:19Z | |
dc.date.available | 2019-04-24T07:40:19Z | |
dc.date.issued | 2019-03 | |
dc.identifier.citation | GARCÍA, Vicente, et al. Dissimilarity-Based Linear Models for Corporate Bankruptcy Prediction. Computational Economics, 2019, vol. 53, no 3, p. 1019–1031. | ca_CA |
dc.identifier.issn | 0927-7099 | |
dc.identifier.issn | 1572-9974 | |
dc.identifier.uri | http://hdl.handle.net/10234/182363 | |
dc.description | This is a pre-print of an article published in Computational Economics. The final authenticated version is available online at: https://doi.org/10.1007/s10614-017-9783-4 | |
dc.description.abstract | Bankruptcy prediction has acquired great relevance for financial institutions due to the complexity of global economies and the growing number of corporate failures, especially since the world financial crisis of 2008. In this paper, the problem of corporate bankruptcy prediction is faced by means of four linear classifiers (Fisher’s linear discriminant, linear discriminant classifier, support vector machine and logistic regression), which are designed on the dissimilarity space instead of the classical feature space. Experimental results indicate that the prediction methods implemented with the dissimilarity representation perform considerably better than the same techniques when applied onto the feature space, in terms of overall accuracy, true-positive rate and true-negative rate. | ca_CA |
dc.format.extent | 13 p. | ca_CA |
dc.format.mimetype | application/pdf | ca_CA |
dc.language.iso | eng | ca_CA |
dc.publisher | Springer | ca_CA |
dc.relation.isPartOf | Computational Economics, 2019, vol. 53, no 3 | ca_CA |
dc.rights | © Springer Science+Business Media, LLC, part of Springer Nature | ca_CA |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | * |
dc.subject | bankruptcy prediction | ca_CA |
dc.subject | dissimilarity representation | ca_CA |
dc.subject | linear classifier | ca_CA |
dc.subject | qualitative variables | ca_CA |
dc.title | Dissimilarity-Based Linear Models for Corporate Bankruptcy Prediction | ca_CA |
dc.type | info:eu-repo/semantics/article | ca_CA |
dc.identifier.doi | https://doi.org/10.1007/s10614-017-9783-4 | |
dc.relation.projectID | Mexican PRODEP: DSA/103.5/15/7004; Spanish Ministry of Economy: TIN2013-46522-P; Generalitat Valenciana: PROMETEOII/2014/062 | ca_CA |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca_CA |
dc.relation.publisherVersion | https://link.springer.com/article/10.1007%2Fs10614-017-9783-4 | ca_CA |
dc.type.version | info:eu-repo/semantics/submittedVersion | ca_CA |
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