Genetic programming approach for testing credit risk box method

• Main Authors: Bahiraie, Alireza, Ibrahim, Noor Akma, Abdul Karim, Mohd Azhar
• Format: Article
• Language: English
• Published: Academic Journals 2011
• Online Access: http://psasir.upm.edu.my/id/eprint/24232/1/24232.pdf; http://psasir.upm.edu.my/id/eprint/24232/; https://academicjournals.org/journal/SRE/article-abstract/0E5FE5D33630

In this paper, Genetic Programming (GP) technique is applied to the empirical analysis of a new geometric approach of credit risk, financial ratios and bankruptcy prediction. Utilizing financial ratios for prediction of corporate bankruptcy and identification of firms' impending failure is inde...