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Matlab code implementation for Using neural network ensembles for bankruptcy prediction and credit scoring.

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ANN-ensembles-for-financial-applications

Matlab code implementation for Using neural network ensembles for bankruptcy prediction and credit scoring.

Specifically, the project aims at emulating the three methodological steps adopted in the paper Using neural network ensembles for bankruptcy prediction and credit scoring. The paper focuses on a comparative analysis between:

  • Single classifiers;
  • Multiple classifiers (with majority voting);
  • Comparation of Accuracy measure and Type 1/2 error.

The analysis is executed on three different datasets, referred to bankruptcy data and credit scoring. The datasets are referring to the Australian, German and Japanese markets.

A brief report about the source paper and the results of the implementation in matlab are provided in the following presentation.

I'm Using GitHub Under Protest

This project is currently hosted on GitHub. This is not ideal; GitHub is a proprietary, trade-secret system that is not Free and Open Souce Software (FOSS). I urge you to read about the Give up GitHub campaign from the Software Freedom Conservancy to understand some of the reasons why GitHub is not a good place to host FOSS projects.

Any use of this project's code by GitHub Copilot, past or present, is done without our permission. I do not consent to GitHub's use of this project's code in Copilot.

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Matlab code implementation for Using neural network ensembles for bankruptcy prediction and credit scoring.

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