Support vector machine methods and artificial neural networks
used for the development of bankruptcy prediction models and
their comparison

J 2020

Support vector machine methods and artificial neural networks used for the development of bankruptcy prediction models and their comparison

HORÁK, Jakub, Jaromír VRBKA and Petr ŠULEŘ

Basic information

Original name

Support vector machine methods and artificial neural networks used for the development of bankruptcy prediction models and their comparison

Name in Czech

Metody support vector machine a umělé neuronové sítě používané při vývoji modelů predikce bankrotu a jejich srovnání

Authors

HORÁK, Jakub (203 Czech Republic, guarantor, belonging to the institution), Jaromír VRBKA (203 Czech Republic, belonging to the institution) and Petr ŠULEŘ (203 Czech Republic, belonging to the institution)

Edition

Journal of Risk and Financial Management, Basel, Switzerland, MDPI, 2020, 1911-8066

Other information

Language

English

Type of outcome

Článek v odborném periodiku

Field of Study

50200 5.2 Economics and Business

Country of publisher

Switzerland

Confidentiality degree

není předmětem státního či obchodního tajemství

References:

URL

RIV identification code

RIV/75081431:_____/20:00001754

Organization unit

Institute of Technology and Business in České Budějovice

DOI

http://dx.doi.org/10.3390/jrfm13030060

UT WoS

000523491700001

Keywords (in Czech)

neuronové sítě; support vector machine; bankrotní model; predikce; bankrot

Keywords in English

neural networks; support vector machine; bankruptcy model; prediction; bankruptcy

Abstract

ORIG CZ

V originále

The objective of this paper is to create a model for predicting potential bankruptcy of companies using suitable classification methods, namely Support Vector Machine and artificial neural networks, and to evaluate the results of the methods used.

In Czech

Cílem této práce je vytvořit model pro predikci možného bankrotu společností pomocí vhodných klasifikačních metod, konkrétně Support Vector Machine a umělých neuronových sítí, a zhodnotit výsledky použitých metod.

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Citovat

HORÁK, Jakub, Jaromír VRBKA and Petr ŠULEŘ. Support vector machine methods and artificial neural networks used for the development of bankruptcy prediction models and their comparison. Journal of Risk and Financial Management. Basel, Switzerland: MDPI, 2020, vol. 13, No 3, p. nestránkováno, 15 pp. ISSN 1911-8066. Available from: https://dx.doi.org/10.3390/jrfm13030060.

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   journal = {Journal of Risk and Financial Management},
   title = {Support vector machine methods and artificial neural networks used for the development of bankruptcy prediction models and their comparison},
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ER  -

HORÁK, Jakub, Jaromír VRBKA and Petr ŠULEŘ. Support vector machine methods and artificial neural networks used for the development of bankruptcy prediction models and their comparison. \textit{Journal of Risk and Financial Management}. Basel, Switzerland: MDPI, 2020, vol.~13, No~3, p.~nestránkováno, 15 pp. ISSN~1911-8066. Available from: https://dx.doi.org/10.3390/jrfm13030060.

Detailed Information on Publication Record