Article ID: | iaor20115324 |
Volume: | 51 |
Issue: | 3 |
Start Page Number: | 701 |
End Page Number: | 711 |
Publication Date: | Jun 2011 |
Journal: | Decision Support Systems |
Authors: | du Jardin Philippe, Sverin Eric |
Keywords: | simulation: applications, neural networks |
We design a financial failure model with a Kohonen map. We compare this model to models designed with traditional methods. We examine model accuracy using data collected over several consecutive years. Error achieved with a Kohonen map is stable over time, unlike that of other methods.