The study of a financial crisis prediction model based on XBRL

Fengyi Lin, Deron Liang, Shih Jung Chin

研究成果: 書貢獻/報告類型會議論文篇章同行評審

1 引文 斯高帕斯(Scopus)

摘要

Recent outbreak of corporate financial crises worldwide has brought attention to the need for a new international financial architecture which rests on crisis prediction and crisis management. Financial data have been widely used by researchers to predict financial crisis, but few studies exploit the use of non-financial indicators in corporate governance to construct financial crisis prediction model. This article introduces a prediction model based on a relatively new machine learning technique, support vector machines (SVM) with XBRL financial reporting. This study indicates that the prediction model considering both financial and non-financial information outperforms those models based on only one type of information. Two well-known prediction models, regression model and genetic algorithm, are compared with SVM. The experiment results show that the combined use of both financial and non-financial features with SVM model leads to a more accurate prediction of financial distress.

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主出版物標題Proc. 9th ACIS Int. Conf. Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing, SNPD 2008 and 2nd Int. Workshop on Advanced Internet Technology and Applications
頁面147-153
頁數7
DOIs
出版狀態已出版 - 2008
事件9th ACIS International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing, SNPD 2008 in conjunction with 2nd International Workshop on Advanced Internet Technology and Applications, AITA 2008 - Phuket, Thailand
持續時間: 6 8月 20088 8月 2008

出版系列

名字Proc. 9th ACIS Int. Conf. Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing, SNPD 2008 and 2nd Int. Workshop on Advanced Internet Technology and Applications

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???event.eventtypes.event.conference???9th ACIS International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing, SNPD 2008 in conjunction with 2nd International Workshop on Advanced Internet Technology and Applications, AITA 2008
國家/地區Thailand
城市Phuket
期間6/08/088/08/08

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