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Genetic algorithms applications in the analysis of insolvency risk

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Cited by:

  1. Doherr, Thorsten & Czarnitzki, Dirk, 2002. "Genetic algorithms: a tool for optimization in econometrics - basic concept and an example for empirical applications," ZEW Discussion Papers 02-41, ZEW - Leibniz Centre for European Economic Research.
  2. Ben Jabeur, Sami, 2017. "Bankruptcy prediction using Partial Least Squares Logistic Regression," Journal of Retailing and Consumer Services, Elsevier, vol. 36(C), pages 197-202.
  3. Salman Bahoo & Marco Cucculelli & Xhoana Goga & Jasmine Mondolo, 2024. "Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis," SN Business & Economics, Springer, vol. 4(2), pages 1-46, February.
  4. Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020. "Artificial Intelligence in Asset Management," CEPR Discussion Papers 14525, C.E.P.R. Discussion Papers.
  5. Davalos, Sergio & Gritta, Richard D. & Adrangi, Bahram, 2007. "Deriving Rules for Forecasting Air Carrier Financial Stress and Insolvency: A Genetic Algorithm Approach," Journal of the Transportation Research Forum, Transportation Research Forum, vol. 46(2).
  6. Mahfuzur Rahman & Cheong Li Sa & Md. Abdul Kaium Masud, 2021. "Predicting Firms’ Financial Distress: An Empirical Analysis Using the F-Score Model," JRFM, MDPI, vol. 14(5), pages 1-16, May.
  7. Parag C. Pendharkar, 2011. "Probabilistic Approaches For Credit Screening And Bankruptcy Prediction," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 18(4), pages 177-193, October.
  8. Şaban Çelik & Bora Aktan & Bruce Burton, 2022. "Firm dynamics and bankruptcy processes: A new theoretical model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 567-591, April.
  9. de Andres, Javier & Landajo, Manuel & Lorca, Pedro, 2005. "Forecasting business profitability by using classification techniques: A comparative analysis based on a Spanish case," European Journal of Operational Research, Elsevier, vol. 167(2), pages 518-542, December.
  10. Lorenzo Gai & Federica Ielasi, 2014. "Operational drivers affecting credit risk of mutual guarantee institutions," Journal of Risk Finance, Emerald Group Publishing, vol. 15(3), pages 275-293, May.
  11. Bhimani, Alnoor & Gulamhussen, Mohamed Azzim & Lopes, Samuel Da-Rocha, 2010. "Accounting and non-accounting determinants of default: An analysis of privately-held firms," Journal of Accounting and Public Policy, Elsevier, vol. 29(6), pages 517-532, November.
  12. Beenstock, Michael & Szpiro, George, 2002. "Specification search in nonlinear time-series models using the genetic algorithm," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 811-835, May.
  13. Marianna Succurro, 2017. "Financial Bankruptcy across European Countries," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(7), pages 132-146, July.
  14. Marianna Lyra & Akwum Onwunta & Peter Winker, 2015. "Threshold accepting for credit risk assessment and validation," Journal of Banking Regulation, Palgrave Macmillan, vol. 16(2), pages 130-145, April.
  15. Şaban Çelik, 2013. "Micro Credit Risk Metrics: A Comprehensive Review," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 20(4), pages 233-272, October.
  16. Aineas Kostas Mallios, 2023. "Manipulation in reported dividends: Empirical evidence from US banks," Economics Bulletin, AccessEcon, vol. 43(1), pages 441-461.
  17. Fatima Alali & Silvia Romero, 2013. "Characteristics of failed U.S. commercial banks: an exploratory study," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(4), pages 1149-1174, December.
  18. Katarina Valaskova & Dominika Gajdosikova & Jaroslav Belas, 2023. "Bankruptcy prediction in the post-pandemic period: A case study of Visegrad Group countries," Oeconomia Copernicana, Institute of Economic Research, vol. 14(1), pages 253-293, March.
  19. Majocchi, Antonio & Bacchiocchi, Emanuele & Mayrhofer, Ulrike, 2005. "Firm size, business experience and export intensity in SMEs: A longitudinal approach to complex relationships," International Business Review, Elsevier, vol. 14(6), pages 719-738, December.
  20. Khoja, Layla & Chipulu, Maxwell & Jayasekera, Ranadeva, 2019. "Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data," International Review of Financial Analysis, Elsevier, vol. 66(C).
  21. Salwa Kessioui & Michalis Doumpos & Constantin Zopounidis, 2023. "A Bibliometric Overview of the State-of-the-Art in Bankruptcy Prediction Methods and Applications," World Scientific Book Chapters, in: Emilios Galariotis & Alexandros Garefalakis & Christos Lemonakis & Marios Menexiadis & Constantin Zo (ed.), Governance and Financial Performance Current Trends and Perspectives, chapter 6, pages 123-153, World Scientific Publishing Co. Pte. Ltd..
  22. Catherine Refait, 2004. "La prévision de la faillite fondée sur l’analyse financière de l’entreprise : un état des lieux," Économie et Prévision, Programme National Persée, vol. 162(1), pages 129-147.
  23. Loredana Cultrera & Mélanie Croquet & Jérémy Jospin, 2017. "Predicting Bankruptcy of Belgian SMEs: A Hybrid Approach Based on Factorial Analysi," International Business Research, Canadian Center of Science and Education, vol. 10(3), pages 33-41, March.
  24. Yu, Lean & Wang, Shouyang & Lai, Kin Keung, 2009. "An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring," European Journal of Operational Research, Elsevier, vol. 195(3), pages 942-959, June.
  25. Casado Yusta, Silvia & Nœ–ez Letamendía, Laura & Pacheco Bonrostro, Joaqu’n Antonio, 2018. "Predicting Corporate Failure: The GRASP-LOGIT Model || Predicci—n de la quiebra empresarial: el modelo GRASP-LOGIT," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 26(1), pages 294-314, Diciembre.
  26. Sudhir Nanda & Parag Pendharkar, 2001. "Linear models for minimizing misclassification costs in bankruptcy prediction," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 10(3), pages 155-168, September.
  27. Luca Ianni & Gianluca Marullo & Stefania Migliori & Francesco De Luca, 2021. "I modelli predittivi della crisi e dell?insolvenza aziendale. Una systematic review," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2021(2), pages 127-146.
  28. Rassoul Yazdipour & Richard Constand, 2010. "Predicting Firm Failure: A Behavioral Finance Perspective," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 14(3), pages 90-104, Fall.
  29. Tonatiuh Peña & Serafín Martínez & Bolanle Abudu, 2011. "Bankruptcy Prediction: A Comparison of Some Statistical and Machine Learning Techniques," Dynamic Modeling and Econometrics in Economics and Finance, in: Herbert Dawid & Willi Semmler (ed.), Computational Methods in Economic Dynamics, pages 109-131, Springer.
  30. Gianpaolo Iazzolino & Rossella Gabriele, 2016. "Energy Efficiency and Sustainable Development: An Analysis of Financial Reliability in Energy Service Companies Industry," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 222-233.
  31. Marianna Lyra, 2010. "Heuristic Strategies in Finance – An Overview," Working Papers 045, COMISEF.
  32. Ravi Kumar, P. & Ravi, V., 2007. "Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review," European Journal of Operational Research, Elsevier, vol. 180(1), pages 1-28, July.
  33. Catherine Refait-Alexandre, 2004. "A Review of Business Failure Prediction Based on Financial Analysis of the Firm [La prévision de la faillite fondée sur l'analyse financière de l'entreprise : un état des lieux]," Post-Print hal-01391654, HAL.
  34. Nunez-Letamendia, Laura, 2007. "Fitting the control parameters of a genetic algorithm: An application to technical trading systems design," European Journal of Operational Research, Elsevier, vol. 179(3), pages 847-868, June.
  35. Sergio Davalos & Fei Leng & Ehsan H. Feroz & Zhiyan Cao, 2014. "Designing An If–Then Rules‐Based Ensemble Of Heterogeneous Bankruptcy Classifiers: A Genetic Algorithm Approach," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 21(3), pages 129-153, July.
  36. Cummins, J. David & Lalonde, David & Phillips, Richard D., 2004. "The basis risk of catastrophic-loss index securities," Journal of Financial Economics, Elsevier, vol. 71(1), pages 77-111, January.
  37. Meysam Kaviani & Maziyar Yazdani, 2015. "Strategic Financial Performance Evaluation of the Iranian automotive industry Using Imperialist competitive Algorithm," Journal of Financial Innovation, IBRIF - Instituto Brasileiro de Inovação Financeira, vol. 1(2), pages 1-5.
  38. Xinzhong Bao & Qiuyan Tao & Hongyu Fu, 2015. "Dynamic financial distress prediction based on Kalman filtering," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(2), pages 292-308, February.
  39. Leila Bateni & Farshid Asghari, 2020. "Bankruptcy Prediction Using Logit and Genetic Algorithm Models: A Comparative Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 335-348, January.
  40. Layla Khoja & Maxwell Chipulu & Ranadeva Jayasekera, 2016. "Analysing corporate insolvency in the Gulf Cooperation Council using logistic regression and multidimensional scaling," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 483-518, April.
  41. Antonio Angelo Romano & Giuseppe Scandurra & Alfonso Carfora, 2016. "Estimating the Impact of Feed-in Tariff Adoption: Similarities and Divergences among Countries through a Propensity-score Matching Method," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 144-151.
  42. Ana Paula Matias Gama & Helena Susana Amaral Geraldes, 2012. "Credit risk assessment and the impact of the New Basel Capital Accord on small and medium‐sized enterprises," Management Research Review, Emerald Group Publishing Limited, vol. 35(8), pages 727-749, July.
  43. Safaa Mrani & Loulid Adil, 2023. "Corporate failure : A literature review [La défaillance des entreprises : Une revue de littérature]," Post-Print hal-04219260, HAL.
  44. Ligang Zhou & Kin Keung Lai, 2017. "AdaBoost Models for Corporate Bankruptcy Prediction with Missing Data," Computational Economics, Springer;Society for Computational Economics, vol. 50(1), pages 69-94, June.
  45. Murugan Anandarajan & Picheng Lee & Asokan Anandarajan, 2001. "Bankruptcy prediction of financially stressed firms: an examination of the predictive accuracy of artificial neural networks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 10(2), pages 69-81, June.
  46. Fayçal Mraihi, 2016. "Distressed Company Prediction Using Logistic Regression: Tunisian’s Case," Quarterly Journal of Business Studies, Research Academy of Social Sciences, vol. 2(1), pages 34-54.
  47. Jan-Henning Trustorff & Paul Konrad & Jens Leker, 2011. "Credit risk prediction using support vector machines," Review of Quantitative Finance and Accounting, Springer, vol. 36(4), pages 565-581, May.
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