연결강도분석을 이용한 통합된 부도예측용 신경망모형

  • 발행 : 2002.11.01

초록

This study suggests the Link weight analysis approach to choose input variables and an integrated model to make more accurate bankruptcy prediction model. the Link weight analysis approach is a method to choose input variables to analyze each input node's link weight which is the absolute value of link weight between an input nodes and a hidden layer. There are the weak-linked neurons elimination method, the strong-linked neurons selection method in the link weight analysis approach. The Integrated Model is a combined type adapting Bagging method that uses the average value of the four models, the optimal weak-linked-neurons elimination method, optimal strong-linked neurons selection method, decision-making tree model, and MDA. As a result, the methods suggested in this study - the optimal strong-linked neurons selection method, the optimal weak-linked neurons elimination method, and the integrated model - show much higher accuracy than MDA and decision making tree model. Especially the integrated model shows much higher accuracy than MDA and decision making tree model and shows slightly higher accuracy than the optimal weak-linked neurons elimination method and the optimal strong-linked neurons selection method.

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