Interval-Valued Fuzzy Cognitive Maps with Genetic Learning for Predicting Corporate Financial Distress
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F18%3A39913375" target="_blank" >RIV/00216275:25410/18:39913375 - isvavai.cz</a>
Result on the web
<a href="http://journal.pmf.ni.ac.rs/filomat/index.php/filomat/article/view/6669" target="_blank" >http://journal.pmf.ni.ac.rs/filomat/index.php/filomat/article/view/6669</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.2298/FIL1805657H" target="_blank" >10.2298/FIL1805657H</a>
Alternative languages
Result language
angličtina
Original language name
Interval-Valued Fuzzy Cognitive Maps with Genetic Learning for Predicting Corporate Financial Distress
Original language description
Fuzzy cognitive maps (FCMs) integrate neural networks and fuzzy logic to model complex nonlinear problems through causal reasoning. Interval-valued FCMs (IVFCMs) have recently been proposed to model additional uncertainty in decision-making tasks with complex causal relationships. In traditional FCMs, optimization algorithms are used to learn the strengths of the relationships from the data. Here, we propose a novel IVFCM with real-coded genetic learning. We demonstrate that the proposed method is effective for predicting corporate financial distress based on causally connected financial concepts. Specifically, we show that this method outperforms FCMs, fuzzy grey cognitive maps and adaptive neuro-fuzzy systems in terms of root mean squared error.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
<a href="/en/project/GA16-19590S" target="_blank" >GA16-19590S: Topic and sentiment analysis of multiple textual sources for corporate financial decision-making</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Filomat
ISSN
0354-5180
e-ISSN
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Volume of the periodical
32
Issue of the periodical within the volume
5
Country of publishing house
RS - THE REPUBLIC OF SERBIA
Number of pages
6
Pages from-to
1657-1662
UT code for WoS article
000450221000017
EID of the result in the Scopus database
2-s2.0-85061309227