FORECASTING OF CHANGES OF COMPANIES FINANCIAL STANDINGS ON THE BASIS OF SELF-ORGANIZING MAPS
Egidijus Merkevičius, Gintautas Garšva, Stasys Girdzijauskas, Vitolis Sekliuckis
2007
Abstract
The multivariate discriminate models have been used in area of bankruptcy analysis for many years. In this paper we suggest to conjunct the principles of traditional discriminate bankruptcy models with modern methods of machine learning. We propose the forecasting model based on Self-organizing maps, where inputs are indicators of multivariate discriminate model. Accuracy of forecasting is improved via changing weights with supervised learning type ANN. We’ve presented results of testing of this model in various aspects.
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in Harvard Style
Merkevičius E., Garšva G., Girdzijauskas S. and Sekliuckis V. (2007). FORECASTING OF CHANGES OF COMPANIES FINANCIAL STANDINGS ON THE BASIS OF SELF-ORGANIZING MAPS . In Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS, ISBN 978-972-8865-89-4, pages 416-419. DOI: 10.5220/0002371804160419
in Bibtex Style
@conference{iceis07,
author={Egidijus Merkevičius and Gintautas Garšva and Stasys Girdzijauskas and Vitolis Sekliuckis},
title={FORECASTING OF CHANGES OF COMPANIES FINANCIAL STANDINGS ON THE BASIS OF SELF-ORGANIZING MAPS},
booktitle={Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS,},
year={2007},
pages={416-419},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002371804160419},
isbn={978-972-8865-89-4},
}
in EndNote Style
TY - CONF
JO - Proceedings of the Ninth International Conference on Enterprise Information Systems - Volume 2: ICEIS,
TI - FORECASTING OF CHANGES OF COMPANIES FINANCIAL STANDINGS ON THE BASIS OF SELF-ORGANIZING MAPS
SN - 978-972-8865-89-4
AU - Merkevičius E.
AU - Garšva G.
AU - Girdzijauskas S.
AU - Sekliuckis V.
PY - 2007
SP - 416
EP - 419
DO - 10.5220/0002371804160419