文章基本信息

标题：Financial Distress Prediction based on Multi-Layer Perceptron with Parameter Optimization
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作者：Magdi El Bannany ; Ahmed M. Khedr ; Meenu Sreedharan 等
期刊名称：IAENG International Journal of Computer Science
印刷版ISSN：1819-656X
电子版ISSN：1819-9224
出版年度：2021
卷号：48
期号：3
语种：English
出版社：IAENG - International Association of Engineers
摘要：Financial Distress Prediction has been a critical concern in the field of finance that sparked a slew of academic interests in the area. In our study, we examine the performance of various data mining models for predicting financial distress in companies in the Middle East and North Africa area, followed by model optimization. The main goal of the study is to find the most reliable deep neural network model for financial distress prediction, with optimized parameters. The study is divided into three phases. The output of various single machine learning classifiers and ensemble techniques for predicting financial distress is compared in the first phase. The best classifier found in the first step, the neural network, is then given different number of hidden layers. Furthermore, to achieve better prediction performance than the second stage, the Multi-Layer Perceptron model is optimised by tuning the hyperparameters such as network depth and network width. The prediction performance of the models is evaluated using real-time data sets containing samples of companies from the MENA region. The technique of re-sampling is used, for all the models, in order to get accurate and unbiased results.
关键词：Financial Distress Prediction (FDP);Middle East and North Africa (MENA);Machine Learning (ML);Multi-Layer Perceptron (MLP)