Feature selection for bankruptcy prediction: a multi-objective optimization approach

In this work a Multi-Objective Evolutionary Algorithm (MOEA) was applied for feature selection in the problem of bankruptcy prediction. The aim is to maximize the accuracy of the classifier while keeping the number of features low. A two-objective problem - minimization of the number of features and...

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Bibliographic Details
Main Author: Mendes, F. (author)
Other Authors: Duarte, J. (author), Vieira, Armando (author), Gaspar-Cunha, A. (author)
Format: conferencePaper
Language:eng
Published: 2010
Subjects:
Feature selection
Bankruptcy prediction
Multi-objective optimization
Evolutionary algorithms
Support vector machines
Logistic regression
Science & Technology
Online Access:http://hdl.handle.net/1822/19288
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/19288

Internet

http://hdl.handle.net/1822/19288

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