Model selection for financial statement analysis: Comparison of models developed by using data mining technique.
Ken IshibashiTakuya IwasakiShota OtomasaKatsutoshi YadaPublished in: SMC (2017)
Keyphrases
- model selection
- cross validation
- parameter estimation
- data mining techniques
- data mining
- regression model
- hyperparameters
- cluster analysis
- bayesian learning
- sample size
- data warehouse
- variable selection
- model selection criteria
- statistical inference
- selection criterion
- information criterion
- statistical models
- gaussian process
- error estimation
- generalization error
- association rule mining
- feature selection
- machine learning
- historical data
- bayesian methods
- mixture model
- statistical model
- unsupervised learning
- association rules
- marginal likelihood