Art

J-GLOBAL ID：201602288417871527   Reference number：16A0621874

Corporate Bankruptcy Forecast Using RealAdaBoost

RealAdaBoostを用いた企業倒産予測

Author (2)： HOSAKA Tadaaki (Tokyo Univ. Sci., Saitama, JPN) ,  TAKATA Yuta (Tokyo Univ. Sci., Saitama, JPN)
Material： Information (Koganei)
Volume： 19  Issue： 6(B)  Page： 2285-2298  Publication year： Jun. 2016 
JST Material Number： L7416A  ISSN： 1343-4500  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *enterprise ,  prediction model ,  character (group theory) ,  balance sheet ,  profit and loss statement ,  ratio ,  cross validation method ,  economic index ,  *bankruptcy prediction ,  model ,  Mathematics ,  theory of errors
Semi thesaurus term： financial indicator ,  financial ratios

JST classification (1)： Management engineering in general  (KA01010C)

Reference (15)：

• Freund, Y., and R. E. Schapire, A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting, Journal of Computer and System Sciences, 55(1) (1997), 119-139.
• Schapire, R. E., and Y. Singer, Improved Boosting Algorithms Using Confidence-rated Predictions, Machine Learning, 37(3) (1999), 297-336.
• Argenti, J., Corporate Collapse: The Cause and Symptoms, McGraw-Hill Book Company (1976).
• Beaver, W. H., Financial Ratios as Predictors of Failure, Journal of Accounting Research, 4 (1967), 71-111.
• Altman, E. I., Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy, The Journal of Finance, 23(4) (1968), 589-609.

Terms in the title (2)： 企業 ,  倒産予測