A new approach to deal with variable selection in neural networks: an application to bankruptcy prediction.
Ilyes AbidRim AyadiKhaled GuesmiFarid MkaouarPublished in: Ann. Oper. Res. (2022)
Keyphrases
- variable selection
- bankruptcy prediction
- neural network
- learning vector quantization
- cross validation
- input variables
- financial data
- high dimensional
- model selection
- financial ratios
- pattern recognition
- fuzzy logic
- neural network model
- self organizing maps
- dimension reduction
- credit card
- multiple criteria linear programming
- artificial neural networks
- literature review
- high dimensional data
- machine learning