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ARTIFICIAL NEURAL NETWORKS AND BANKRUPTCY FORECASTING : A STATE OF THE ART

Abstract : The use of neural networks in finance began by the end of the 1980s and by the beginning of the 1990s, it developed specific applications related to forecasting on the failure of companies. In order to highlight the evolution of this research stream, we have retained and analysed 30 studies in which the authors use neural networks to solve companies' classification problems (healthy and failing firms). This review of all these works gives us the opportunity to stress upon future trends in bankruptcy forecasting research
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https://halshs.archives-ouvertes.fr/halshs-00522129
Contributor : Muriel Perez Connect in order to contact the contributor
Submitted on : Wednesday, September 29, 2010 - 7:04:42 PM
Last modification on : Wednesday, May 26, 2021 - 12:48:02 PM

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Muriel Perez. ARTIFICIAL NEURAL NETWORKS AND BANKRUPTCY FORECASTING : A STATE OF THE ART. Neural Computing and Applications, Springer Verlag, 2006, pp.154-163. ⟨10.1007/s00521-005-0022-x⟩. ⟨halshs-00522129⟩

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