Default prediction and bankruptcy hazard analysis into recurent neuro-genetic hybrid networks to AdaBoost M1 regression and Logistic regression models in finance
Authors: Loukeris, Nikolaos 
Eleftheriadis, Iordanis 
Issue Date: 1-Dec-2010
Conference: 14th WSEAS International Conference on Systems: part of the 14th WSEAS CSCC multiconference, 22-24 July 2010, Corfu Island, Greece 
Book: Proceedings of the 14th WSEAS international conference on Systems: part of the 14th WSEAS CSCC multiconference 
Volume: 1
Keywords: Additive regression, Finance, Genetic algorithms, Hybrid systems, Logistic regressions, Recurrent neural networks
Abstract: 
Fund managers, and portfolio administrators must secure the net present value of their invested capital, providing an increasing return to investors. Regression models from the domain of Econometrics are used successfully in financial analysis, whilst Artificial Neural Networks and Genetic Algorithms in the field of Artificial Intelligence may offer significant results. A thorough comparison of additive model AdaBoost M1 regression, to various Logistic regression models such as: Logistic, Logit Boost, Simple Logistic, and hybrids of Recurrent neural networks optimized by Genetic Algorithms gives valuable information on the efficiency of these methods in Corporate Financial Analysis. Simple Logistic regression and Logistic Model Trees performed optimally.
ISBN: 978-960-474-199-1
DOI: 10.5555/1984140.1984154
URI: https://uniwacris.uniwa.gr/handle/3000/2218
Type: Conference Paper
Department: Department of Business Administration 
School: School of Administrative, Economics and Social Sciences 
Affiliation: University of West Attica (UNIWA) 
Appears in Collections:Book Chapter / Κεφάλαιο Βιβλίου

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