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Author:Cielen, A.
Peeters, L.
Vanhoof, K.
Title:Bankruptcy prediction using a data envelopment analysis
Journal:European Journal of Operational Research
2004 : APR, VOL. 154:2, p. 526-532
Index terms:Data envelopment analysis
Risk analysis
Decision support systems
Banking
Language:eng
Abstract:There is a growing recognition that a variety of machine learning problems can be approached advantegeously by tools from the field of optimization. In this paper the authors 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.
SCIMA record nr: 254963
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