Predicting financial activity with evolutionary fuzzy case-based reasoning
Tài liệu tham khảo
Aamodt, 1994, Case-based reasoning: Foundational issues, methodological variations, and system approaches, AICom – Artificial Intelligence Communications, 7, 39
Altman, 1968, Financial ratios, discriminant analysis and the prediction of corporate bankruptcy, Journal of Finance, 23, 589, 10.2307/2978933
Arisawa, 1994, Enhanced learning in neural networks and its application to financial statement analysis, Proceedings of the IEEE World Congress on Computational Intelligence, 6, 3686
Barletta, 1991, An introduction to case-based reasoning, AI Expert, 6, 42
Beaver, 1966, Financial ratios as predictors of failure. Empirical research in accounting: Selected studies. Supplement, Journal of Accounting Research, 4, 71, 10.2307/2490171
Bell, T. B., Ribar, G. S. & Verchio, J. R. (1990). Neural nets vs logistic regression: A comparison of each model’s ability to predict commercial banks’ failures. In The Deloitte and Touch/University of Kansas auditing symposium.
Blum, 1974, Failing company discriminant analysis, Journal of Accounting Research, 12, 1, 10.2307/2490525
Brigham, 1999
Bryant, 1997, A case-based reasoning approach to bankruptcy prediction modeling, International Journal of Intelligent Systems in Accounting, Finance and Management, 6, 195, 10.1002/(SICI)1099-1174(199709)6:3<195::AID-ISAF132>3.0.CO;2-F
Buta, 1994, Mining for financial knowledge with CBR, AI Expert, 9, 34
Chen, 2006, A study of Taiwan’s issuer credit rating systems using support vector machines, Expert Systems with Applications, 30, 427, 10.1016/j.eswa.2005.10.003
Chiu, 2002, A case-based customer classification approach for direct marketing, Expert Systems with Applications, 22, 163, 10.1016/S0957-4174(01)00052-5
Chun, 2004, Data mining for financial prediction and trading: Application to single and multiple markets, Expert Systems with Applications, 26, 131, 10.1016/S0957-4174(03)00113-1
Chun, 2006, A new hybrid data mining technique using a regression case based reasoning: Application to financial forecasting, Expert Systems with Applications, 31, 329, 10.1016/j.eswa.2005.09.053
Coakley, 2000, Artificial neural networks in accounting and finance: Modeling issues, International Journal of Intelligent Systems in Accounting. Finance and Management, 9, 119, 10.1002/1099-1174(200006)9:2<119::AID-ISAF182>3.0.CO;2-Y
Deboeck, 1994
Dietsch, 2002, The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements, Journal of Banking & Finance, 26, 303, 10.1016/S0378-4266(01)00224-2
Dimitras, 1996, A survey of business failure with an emphasis on prediction methods and industrial applications, European Journal of Operational Research, 90, 487, 10.1016/0377-2217(95)00070-4
Dubois, 1980
Dutta, 1988, Bond rating: A non-conservative application of neural networks, International Joint Conference on Neural Networks, 2, 443, 10.1109/ICNN.1988.23958
Elhadi, 2000, Bankruptcy support system: Taking advantage of information retrieval and case-based reasoning, Expert Systems with Applications, 18, 215, 10.1016/S0957-4174(99)00063-9
Gallant, 1988, Connectionist expert systems, Communications of the ACM, 152, 10.1145/42372.42377
Gessner, 1988, Estimating models with binary dependent variables: Some theoretical and empirical observations, Journal of Business Research, 16, 49, 10.1016/0148-2963(88)90080-X
Gross, 2002, An empirical analysis of personal bankruptcy and delinquency, The Review of Financial Studies, 15, 319, 10.1093/rfs/15.1.319
Han, 1996, The impact of measurement scale and correlation structure on classification performance of inductive learning and statistical methods, Expert Systems with Applications, 10, 209, 10.1016/0957-4174(95)00047-X
Holland, 1975
Jain, 1995, Artificial neural network models for pricing initial public offerings, Decision Science, 26, 283, 10.1111/j.1540-5915.1995.tb01430.x
Jeng, 1995, Fuzzy indexing and retrieval in case-based systems, Expert Systems with Applications, 8, 135, 10.1016/0957-4174(94)E0004-E
Jo, 1996, Integration of case-based forecasting, neural network, and discriminant analysis for bankruptcy prediction, Expert Systems with Applications, 11, 415, 10.1016/S0957-4174(96)00056-5
Karels, 1987, Multivariate normality and forecasting of business bankruptcy, Journal of Business finance & Accounting, 573, 10.1111/j.1468-5957.1987.tb00113.x
Keller, 1985, A fuzzy k-nearest neighbor algorithm, IEEE Transactions on Systems, 15, 258
Kiang, 2003, A comparative assessment of classification methods, Decision Support Systems, 35, 441, 10.1016/S0167-9236(02)00110-0
Kim, 2006, Artificial neural networks with evolutionary instance selection for financial forecasting, Expert Systems with Applications, 30, 519, 10.1016/j.eswa.2005.10.007
Kim, 2000, Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index, Expert Systems with Applications, 19, 125, 10.1016/S0957-4174(00)00027-0
Kim, 2001, Maintaining case-based reasoning systems using a genetic algorithms approach, Expert Systems with Applications, 21, 139, 10.1016/S0957-4174(01)00035-5
Kim, 1995, A bond rating expert system for industrial companies, Expert Systems with Applications, 9, 63, 10.1016/0957-4174(94)00049-2
Kolodner, 1991, Improving human decision making through case-based decision aiding, AI Magazine, 12, 52
Kolodner, 1993
Kryzanowski, 1993, Using artificial neural networks to pick stocks, Financial Analysts’ Journal, 49, 21, 10.2469/faj.v49.n4.21
Kumar, 2007, Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review, European Journal of Operational Research, 180, 1, 10.1016/j.ejor.2006.08.043
Kwon, 1997, Ordinal pairwise partitioning (OPP) approach to neural networks training in bond rating, Intelligent Systems in Accounting Finance and Management, 6, 29, 10.1002/(SICI)1099-1174(199703)6:1<23::AID-ISAF113>3.0.CO;2-4
Lam, 2004, Neural network techniques for financial performance prediction: Integrating fundamental and technical analysis, Decision Support Systems, 37, 567, 10.1016/S0167-9236(03)00088-5
Leake, D., Kinley, A., & Wilson, D. (1997). A case study of case-based CBR. In Second international conference on case-based reasoning.
Lee, 2007, Application of support vector machines to corporate credit rating prediction, Expert Systems with Applications, 33, 67, 10.1016/j.eswa.2006.04.018
Liao, 2005, Expert system methodologies and applications—a decade review from 1995 to 2004, Expert Systems with Applications, 28, 93, 10.1016/j.eswa.2004.08.003
Li, 2000, The development of a decision model for liquidity analysis, Expert Systems with Applications, 19, 271, 10.1016/S0957-4174(00)00039-7
Li, 2006, The evaluation of consumer loans using support vector machines, Expert Systems with Applications, 30, 772, 10.1016/j.eswa.2005.07.041
López de Mántaras, 1997, Case-based reasoning: A overview, Vol. 10
Malhotra, 2003, Evaluating consumer loans using neural networks, Omega, 31, 83, 10.1016/S0305-0483(03)00016-1
Martin, 1997, Early warning of bank failure: A logit regression approach, Journal of Banking and Finance, 1, 249, 10.1016/0378-4266(77)90022-X
Matsatsinis, 1997, Knowledge acquisition and representation for expert systems in the field of financial analysis, Expert Systems with Applications, 12, 247, 10.1016/S0957-4174(96)00098-X
Min, 2005, Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters, Expert Systems with Applications, 28, 603, 10.1016/j.eswa.2004.12.008
Nedovic, 2002, Expert systems in finance—a cross-section of the field, Expert Systems with Applications, 23, 49, 10.1016/S0957-4174(02)00027-1
Oh, 2007, Financial market monitoring by case-based reasoning, Expert Systems with Applications, 32, 789, 10.1016/j.eswa.2006.01.044
Pal, 2000, A decision-support system for business acquisitions, Decision Support Systems, 27, 411, 10.1016/S0167-9236(99)00083-4
Park, 2002, A case-based reasoning with the feature weights derived by analytic hierarchy process for bankruptcy prediction, Expert Systems with Applications, 23, 255, 10.1016/S0957-4174(02)00045-3
Shaw, 1998, Using an expert system with inductive learning to evaluate business loans, Financial Management, 17, 45, 10.2307/3666071
Shin, 1999, Case-based reasoning supported by genetic algorithms for corporate bond rating, Expert Systems with Applications, 16, 85, 10.1016/S0957-4174(98)00063-3
Shin, 2001, A case-based approach using inductive indexing for corporate bond rating, Decision Support Systems, 32, 41, 10.1016/S0167-9236(01)00099-9
Shin, 2005, An application of support vector machines in bankruptcy prediction model, Expert Systems with Applications, 28, 127, 10.1016/j.eswa.2004.08.009
Stepanova, 2002, Survival analysis methods for personal loan data, Operations Research, Linthicum, 50, 277, 10.1287/opre.50.2.277.426
Tam, 1992, Managerial applications of neural networks: The case of bank failure predictions, Management Science, 38, 926, 10.1287/mnsc.38.7.926
Wagner, 2002, Knowledge acquisition for expert systems in accounting and financial problem domains, Knowledge-Based Systems, 15, 439, 10.1016/S0950-7051(02)00026-6
Walczak, 1999, Heuristic principles for the design of artificial neural networks, Information and Software Technology, 41, 107, 10.1016/S0950-5849(98)00116-5
Wang, 1997, New similarity measures on fuzzy sets and on elements, Fuzzy Sets and Systems, 85, 305, 10.1016/0165-0114(95)00365-7
Wong, 1998, Neural network applications in finance: A review and analysis of literature (1990–1996), Information and Management, 34, 129, 10.1016/S0378-7206(98)00050-0
Yang, 1999, Probabilistic neural networks in bankruptcy prediction, Journal of Business Research, 44, 67, 10.1016/S0148-2963(97)00242-7
Yip, A. Y. N. (2004). Predicting business failure with a case-based reasoning approach. In M. G. Negoita, R. J. Howlett, L. C. Jain (Eds.), Knowledge-based intelligent information and engineering systems: 8th international conference, KES 2004, Proceedings Part III (pp. 20–25). Lecture Notes in Computer Science
Zadeh, 1968, Fuzzy algorithm, Information and Control, 12, 94, 10.1016/S0019-9958(68)90211-8
Zopounidis, 1997, On the use of knowledge-based decision support systems in financial management: A survey, Decision Support Systems, 20, 259, 10.1016/S0167-9236(97)00002-X