文章基本信息

标题：A New Approach to Predicting Bankruptcy: Combining DEA and Multi-Layer Perceptron
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作者：Ayan Mukhopadhyay ; Suman Tiwari ; Ankit Narsaria 等
期刊名称：International Journal of Computer Science Issues
印刷版ISSN：1694-0784
电子版ISSN：1694-0814
出版年度：2012
卷号：9
期号：4
出版社：IJCSI Press
摘要：The question of financial health and sustenance of a firm is so intriguing that it has spanned numerous studies. For investors,stakeholders and lenders, assessing the risk associated with an enterprise is vital. Several tools have been formulated to deal with predicting the solvency of a firm. This paper attempts to combine Data Envelopment Analysis and Multi-Layer Perceptron (MLP) to suggest a new method for prediction of bankruptcy that not only focusses on historical financial data of firms that filed for bankruptcy like other past studies but also takes into account the data of those firms that were likely to do so. This method thus identifies firms that have a high chance of facing bankruptcy along with those that have filed for bankruptcy. The performance of this procedure is compared with MLP. The suggested method outperforms MLP in prediction of bankruptcy.
关键词：Operation Research; Data Envelopment Analysis; Super Efficiency DEA; Bankruptcy; Artificial Neural Networks; Multi;Layer Perceptron; Finance.