du Jardin, Philippe (2012): The influence of variable selection methods on the accuracy of bankruptcy prediction models. Published in: Bankers, Markets & Investors No. 116 (January 2012): pp. 2039.

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Abstract
Over the last four decades, bankruptcy prediction has given rise to an extensive body of literature, the aim of which was to assess the conditions under which forecasting models perform effectively. Of all the parameters that may influence model accuracy, one has rarely been discussed: the influence of the variable selection method. The aim of our research is to evaluate the prediction accuracy of models designed with various classification techniques and variables selection methods. As a result, we demonstrate that a search strategy cannot be designed without considering the characteristics of the modeling technique and that the fit between the variable selection method and the technique used to design models is a key factor in performance.
Item Type:  MPRA Paper 

Original Title:  The influence of variable selection methods on the accuracy of bankruptcy prediction models 
Language:  English 
Keywords:  Bankruptcy prediction; Forecasting model; Variable selection 
Subjects:  C  Mathematical and Quantitative Methods > C4  Econometric and Statistical Methods: Special Topics > C45  Neural Networks and Related Topics C  Mathematical and Quantitative Methods > C5  Econometric Modeling > C53  Forecasting and Prediction Methods ; Simulation Methods G  Financial Economics > G3  Corporate Finance and Governance > G33  Bankruptcy ; Liquidation 
Item ID:  44383 
Depositing User:  Professor Philippe du Jardin 
Date Deposited:  15 Feb 2013 17:09 
Last Modified:  28 Sep 2019 13:37 
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URI:  https://mpra.ub.unimuenchen.de/id/eprint/44383 