Using GA based Input Selection Method for Artificial Neural Network Modeling Application to Bankruptcy Prediction

유전자 알고리즘을 활용한 인공신경망 모형 최적입력변수의 선정 : 부도예측 모형을 중심으로

  • 홍승현 (이화여자대학교 정보과학대학원) ;
  • 신경식 (이화여자대학교 경영학부)
  • Published : 1999.10.01


Recently, numerous studies have demonstrated that artificial intelligence such as neural networks can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. In building neural network model, the selection of independent and dependent variables should be approached with great care and should be treated as a model construction process. Irrespective of the efficiency of a learning procedure in terms of convergence, generalization and stability, the ultimate performance of the estimator will depend on the relevance of the selected input variables and the quality of the data used. Approaches developed in statistical methods such as correlation analysis and stepwise selection method are often very useful. These methods, however, may not be the optimal ones for the development of neural network models. In this paper, we propose a genetic algorithms approach to find an optimal or near optimal input variables for neural network modeling. The proposed approach is demonstrated by applications to bankruptcy prediction modeling. Our experimental results show that this approach increases overall classification accuracy rate significantly.