search query: @author Serrano-Cinca, C. / total: 3
reference: 2 / 3
« previous | next »
Author:Serrano-Cinca, C.
Title:Feedforward neural networks in the classification of financial information
Journal:European Journal of Finance
1997 : SEP, Vol. 3:3, p. 183-202
Index terms:NETWORKS
FINANCIAL INFORMATION SYSTEMS
BANKRUPTCY
Language:eng
Abstract:Financial research has given rise to numerous studies in which, on the basis of the information provided by financial statements, companies are classified into different groups. An example is that of the classification of companies into those that are solvent and those that are insolvent. Linear discriminant analysis (LDA) and logistic regression have been the most commonly used statistical models in this type of work. One feedforward neural network, known as the multilayer perceptron (MLP), performs the same task as LDA and logistic regression which, a priori, makes it appropriate for the treatment of financial information.
SCIMA record nr: 166123
add to basket
« previous | next »
SCIMA