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Enterprise Information Systems Volume 10, 2016 - Issue 6
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Original Articles

The dynamic financial distress prediction method of EBW-VSTW-SVM

Jie SunSchool of Economics and Management, Zhejiang Normal University, Jinhua, Zhejiang321004, PR ChinaCorrespondence[email protected]
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,
Hui LiSchool of Economics and Management, Zhejiang Normal University, Jinhua, Zhejiang321004, PR ChinaView further author information
,
Pei-Chann ChangDepartment of Information Management, Yuan Ze University, 135 Yuan Tung Road, Chungli32026, TaiwanView further author information
&
Kai-Yu HeSchool of Economics and Management, Zhejiang Normal University, Jinhua, Zhejiang321004, PR ChinaView further author information
Pages 611-638 | Received 05 Jun 2012, Accepted 08 Sep 2014, Published online: 20 Jan 2015

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Li Li, Yong Wang, Chia-Yu Hsu, Yibin Li & Kuo-Yi Lin. (2021) L-measure evaluation metric for fake information detection models with binary class imbalance. Enterprise Information Systems 15:10, pages 1587-1606.
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Hsin-Hsiung Huang, Zijing Wang & Wingyan Chung. (2019) Efficient parameter selection for support vector machines. Enterprise Information Systems 13:6, pages 916-932.
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Pooia Lalbakhsh & Yi-Ping Phoebe Chen. (2017) TACD: a transportable ant colony discrimination model for corporate bankruptcy prediction. Enterprise Information Systems 11:5, pages 758-785.
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Articles from other publishers (9)

Ivan Soukal, Jan Mačí, Gabriela Trnková, Libuse Svobodova, Martina Hedvičáková, Eva Hamplova, Petra Maresova & Frank Lefley. (2023) A state-of-the-art appraisal of bankruptcy prediction models focussing on the field’s core authors: 2010–2022. Central European Management Journal.
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Immas Nurhayati, Endri Endri, Titing Suharti, Imam Sundarta & Rachmatullaily Tinakartika Rinda. (2022) The Accuracy of Financial Distress Prediction During the COVID-19 Pandemic on Health Sub Sector Companies. WSEAS TRANSACTIONS ON BUSINESS AND ECONOMICS 19, pages 1463-1475.
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He Yang, Emma Li, Yi Fang Cai, Jiapei Li & George X. Yuan. (2021) The extraction of early warning features for predicting financial distress based on XGBoost model and shap framework. International Journal of Financial Engineering 08:03, pages 2141004.
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Yiqing Fan & Zhihui Sun. (2020) CPI Big Data Prediction Based on Wavelet Twin Support Vector Machine. International Journal of Pattern Recognition and Artificial Intelligence 35:04, pages 2159013.
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Jie Sun, Mengjie Zhou, Wenguo Ai & Hui Li. (2018) Dynamic prediction of relative financial distress based on imbalanced data stream: from the view of one industry. Risk Management 21:4, pages 215-242.
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Gonzalo Laguillo, Agustín Del Castillo, Manuel Ángel Fernández & Rafael Becerra. (2018) Modelos centrados vs descentrados para la predicción de quiebra: evidencia empírica para España. Contaduría y Administración 64:2, pages 96.
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Yan Zhang. (2018) Financial System Crisis Early Warning Model Analysis Based on Neural Network with Entropy Method. Financial System Crisis Early Warning Model Analysis Based on Neural Network with Entropy Method.
Marisa AgostiniMarisa Agostini. 2018. Corporate Financial Distress. Corporate Financial Distress 5 47 .
Jie Sun, Hamido Fujita, Peng Chen & Hui Li. (2017) Dynamic financial distress prediction with concept drift based on time weighting combined with Adaboost support vector machine ensemble. Knowledge-Based Systems 120, pages 4-14.
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