Genetic Programming Decision Tree for Bankruptcy Prediction

DOI

10.2991/jcis.2006.8How to use a DOI?

Keywords

Financial distress model, decision tree, GP decision tree

Abstract

In this paper, we apply the CART ,C5.0 , GP decision tree classifiers and compares with logic model and ANN model for Taiwan listed electronic companies bankruptcy prediction. Results reveal that the GP decision tree can outperform all the classifiers either in overall percentage of correct or k-fold cross validation test in out sample. That is to say, GP decision tree model have the highest accuracy and lowest expected misclassification costs. It can provide an efficient alternative to discriminates financial distress problems in Taiwan.

Copyright

© 2006, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Wo-Chiang Lee
PY  - 2006/10
DA  - 2006/10
TI  - Genetic Programming Decision Tree for Bankruptcy Prediction
BT  - Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
PB  - Atlantis Press
SP  - 33
EP  - 36
SN  - 1951-6851
UR  - https://doi.org/10.2991/jcis.2006.8
DO  - 10.2991/jcis.2006.8
ID  - Lee2006/10
ER  -