Art

J-GLOBAL ID：201602253113992656   Reference number：16A0388872

AdaBoostを用いた実質破綻予測モデルの構築と財務指標選択

Author (3)： HOSAKA TADAAKI (東京理大) ,  TAKADA YUTA (東京理大 大学院) ,  ONUMA HIROSHI (東京理大)
Material： 経営分析研究  (年報経営分析研究)
Issue： 32  Page： 29-43  Publication year： Mar. 31, 2016 
JST Material Number： L7463A  ISSN： 0911-0747  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： JAPANESE (JA)

Thesaurus term： *learning algorithm ,  learning machine ,  *prediction model ,  character (group theory) ,  bankruptcy ,  *performance appraisal ,  balance sheet ,  profit and loss statement ,  management index ,  bankruptcy prediction ,  *model
Semi thesaurus term： *AdaBoost ,  financial indicator

JST classification (1)： Cost management in general  (KA05010E)

Reference (16)：

• Alfaro, E., N. García, M. Gámez, D. Elizondo, "Bankruptcy Forecasting : An Empirical Comparison of AdaBoost and Neural Networks," Decision Support Systems, Vol. 45, 2008, pp. 110-122.
• Altman, E. I. "Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy," The Journal of Finance, Vol. 23, No. 4, 1968, pp. 589-609.
• Altman, E. I., G. Marco, and F. Varetto, "Corporate Distress Diagnosis : Comparisons Using Linear Discriminant Analysis and Neural Networks (the Italian Experience)," Journal of Banking & Finance, Vol. 18, 1994, pp. 505-529.
• Beaver, W. H., "Financial Ratios as Predictors of Failure," Journal of Accounting Research, Vol. 4, 1967, pp. 71-111.
• Edmister, R. O., "An Empirical Test of Financial Ratio Analysis for Small Business Failure Prediction," Journal of Financial and Quantitative Analysis, Vol. 7, No. 2, 1972, pp. 1477-1493.

Terms in the title (5)： AdaBoost ,  破綻 ,  予測モデル ,  構築 ,  財務指標