Early Bankruptcy Prediction Using ENPC Articles uri icon

publication date

  • octubre 2008

start page

  • 157

end page

  • 161

issue

  • 2

volume

  • 29

international standard serial number (ISSN)

  • 0924-669X

electronic international standard serial number (EISSN)

  • 1573-7497

abstract

  • Bankruptcy prediction has long time been an active research field in finance. One of the main approaches to this issue is dealing with it as a classification problem. Among the range of instruments available, we focus our attention on the Evolutionary Nearest Neighbor Classifier (ENPC). In this work we assess the performance of the ENPC comparing it to six alternatives. The results suggest that this algorithm might be considered a good choice.