A GA-based Rule Extraction for Bankruptcy Prediction Modeling

유전자 알고리즘을 활용한 부실예측모형의 구축

  • Published : 2001.12.01


Prediction of corporate failure using past financial data is well-documented topic. Early studies of bankruptcy prediction used statistical techniques such as multiple discriminant analysis, logit and probit. Recently, however, numerous studies have demonstrated that artificial intelligence such as neural networks (NNs) can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. Although numerous theoretical and experimental studies reported the usefulness or neural networks in classification studies, there exists a major drawback in building and using the model. That is, the user can not readily comprehend the final rules that the neural network models acquire. We propose a genetic algorithms (GAs) approach in this study and illustrate how GAs can be applied to corporate failure prediction modeling. An advantage of GAs approach offers is that it is capable of extracting rules that are easy to understand for users like expert systems. The preliminary results show that rule extraction approach using GAs for bankruptcy prediction modeling is promising.

기업부실예측은 과거로부터 많은 연구가 이루어진 분야로, 주로 통계기법에 의한 분류예측문제로 다루어져 왔다. 최근에는 인공신경망, 의사결정나무 등 비선형성을 반영할 수 있는 인공지능 기법을 적용한 연구가 많이 수행되고 있다. 본 연구에서는 최적화에 주로 활용하는 인공지능 기법인 유전자 알고리즘을 규칙추출을 통한 기업부실예측 모형의 개발에 적용하고, 활용가능성을 검증하였다.



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