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Learning Manifolds for Bankruptcy Analysis

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Advances in Neuro-Information Processing (ICONIP 2008)

Abstract

We apply manifold learning to a real data set of distressed and healthy companies for proper geometric tunning of similarity data points and visualization. While Isomap algorithm is often used in unsupervised learning our approach combines this algorithm with information of class labels for bankruptcy prediction. We compare prediction results with classifiers such as Support Vector Machines (SVM), Relevance Vector Machines (RVM) and the simple k-Nearest Neighbor (KNN) in the same data set and we show comparable accuracy of the proposed approach.

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Ribeiro, B. et al. (2009). Learning Manifolds for Bankruptcy Analysis. In: Köppen, M., Kasabov, N., Coghill, G. (eds) Advances in Neuro-Information Processing. ICONIP 2008. Lecture Notes in Computer Science, vol 5506. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02490-0_88

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  • DOI: https://doi.org/10.1007/978-3-642-02490-0_88

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-02489-4

  • Online ISBN: 978-3-642-02490-0

  • eBook Packages: Computer ScienceComputer Science (R0)

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