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http://hdl.handle.net/1942/2289| Title: | Bankruptcy prediction using a data envelopment analysis | Authors: | CIELEN, Agnes PEETERS, Ludo VANHOOF, Koen |
Issue Date: | 2004 | Publisher: | ELSEVIER SCIENCE BV | Source: | European Journal of Operational Research, 154 (2), p. 526-532 | Abstract: | There is a growing recognition that a variety of machine learning problems can be approached advantageously by tools from the field of optimization. In this paper we compare the classification performance of a linear programming model, a data envelopment (DEA) model and a rule induction (C5.0) model. In terms of accuracy and employment the DEA model outperforms the other models. (C) 2003 Elsevier B.V. All rights reserved. | Notes: | Univ Limburg, Dept Appl Econ, B-3590 Diepenbeek, Belgium.Vanhoof, K, Univ Limburg, Dept Appl Econ, Univ Campus, B-3590 Diepenbeek, Belgium. | Keywords: | data envelopment analysis;Data envelopment analysis;risk analysis;Risk analysis;decision support systems;Decision support systems;banking;Banking | Document URI: | http://hdl.handle.net/1942/2289 | ISSN: | 0377-2217 | e-ISSN: | 1872-6860 | DOI: | 10.1016/S0377-2217(03)00186-3 | ISI #: | 000187779600014 | Rights: | 2003 Elsevier B.V. All rights reserved. | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2005 |
| Appears in Collections: | Research publications |
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