Bankruptcy prediction using data envelopment analysis

Bankruptcy prediction using data envelopment analysis

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Article ID: iaor20051803
Country: Netherlands
Volume: 154
Issue: 2
Start Page Number: 526
End Page Number: 532
Publication Date: Apr 2004
Journal: European Journal of Operational Research
Authors: , ,
Keywords: risk, statistics: data envelopment analysis
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.

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