An ensemble classifier is a method that combines output of multiple classifiers. It has been widely accepted that ensemble classifiers can improve the prediction accuracy. Recently, ensemble techniques have been successfully applied to the bankruptcy prediction. Bagging and random subspace are the most popular ensemble techniques. Bagging and random subspace have proved to be very effective in improving the generalization ability respectively. However, there are few studies which have focused on the integration of bagging and random subspace. In this study, we proposed a new hybrid ensemble model to integrate bagging and random subspace method using genetic algorithm for improving the performance of the model. The proposed model is applied to the bankruptcy prediction for Korean companies and compared with other models in this study. The experimental results showed that the proposed model performs better than the other models such as the single classifier, the original ensemble model and the simple hybrid model.
목차
Abstract 1. 서론 2. 앙상블 분류기 3. 연구 모형 4. 실험 설계 5. 실험 결과 6. 결론 References
키워드
Random SubspaceBaggingBankruptcy PredictionGenetic Algorithms
저자
민성환 [ Sung-Hwan Min | Department of Business Administration, Hallym University ]