Algorithm for the selection of attributes in the pbkp_rediction of business failure
Abstract:
The selection of relevant attributes is a common task in data mining. In pbkp_redicting business failure it is useful to have techniques that allow you to select financial reasons that have high pbkp_redictive power. In this paper an algorithm is proposed that in each iteration selects a subset of attributes through random matrix decomposition. Each subset of attributes is evaluated by its pbkp_redictive capacity calculated using the technique k closest neighbors with cross validation. The performance of the algorithm is tested with a set of data that contains financial reasons for failed companies and non-failed companies. The results obtained are comparable with those reported in the literature for the same data set.
Año de publicación:
2020
Keywords:
- CUR method
- Attribute selection algorithm
- financial reasons
- business failure
Fuente:
Tipo de documento:
Article
Estado:
Acceso restringido
Áreas de conocimiento:
- Gestión de riesgos
- Aprendizaje automático
Áreas temáticas:
- Probabilidades y matemática aplicada