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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; risk analysis; decision support systems; banking | Document URI: | http://hdl.handle.net/1942/2289 | ISSN: | 0377-2217 | e-ISSN: | 1872-6860 | DOI: | Bankruptcy prediction using a data envelopment analysis | ISI #: | 000187779600014 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2005 |
Appears in Collections: | Research publications |
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