Automatic Selection of Financial Ratios by Means of Differential Evolution and for Predicting Business Insolvency.
José SantosÓscar SestayoÁngel BeadeManuel RodríguezPublished in: IWINAC (1) (2022)
Keyphrases
- differential evolution
- automatic selection
- evolutionary algorithm
- optimization algorithm
- financial ratios
- financial statements
- convergence speed
- differential evolution algorithm
- particle swarm optimization
- mutation operator
- test functions
- optimization method
- genetic algorithm
- financial data
- numerical optimization problems
- bankruptcy prediction
- particle swarm optimization pso
- real coded
- evolution strategy
- data mining
- crossover operator
- multi objective optimization
- multi objective
- parameter optimization
- direct search
- pso algorithm
- solving global optimization problems
- credit risk
- failure prediction
- global optimization problems
- genetic programming