Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/30539

TitleSelf-adaptive MOEA feature selection for classification of bankruptcy prediction data
Author(s)Gaspar-Cunha, A.
Recio, Gustavo
Costa, L.
Estébanez, C.
KeywordsBankruptcy prediction
Feature selection
Issue date2014
PublisherHindawi Publishing Corporation
JournalThe scientific world journal
Abstract(s)Bankruptcy prediction is a vast area of finance and accounting whose importance lies in the relevance for creditors and investors in evaluating the likelihood of getting into bankrupt. As companies become complex, they develop sophisticated schemes to hide their real situation. In turn, making an estimation of the credit risks associated with counterparts or predicting bankruptcy becomes harder. Evolutionary algorithms have shown to be an excellent tool to deal with complex problems in finances and economics where a large number of irrelevant features are involved.This paper provides a methodology for feature selection in classification of bankruptcy data sets using an evolutionary multiobjective approach that simultaneously minimise the number of features and maximise the classifier quality measure (e.g., accuracy).The proposed methodology makes use of self-adaptation by applying the feature selection algorithm while simultaneously optimising the parameters of the classifier used. The methodology was applied to four different sets of data. The obtained results showed the utility of using the self-adaptation of the classifier.
TypeArticle
DescriptionArticle ID 314728
URIhttp://hdl.handle.net/1822/30539
DOI10.1155/2014/314728
ISSN2356-6140
1537-744X
Peer-Reviewedyes
AccessOpen access
Appears in Collections:IPC - Artigos em revistas científicas internacionais com arbitragem


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