Financial crisis prediction model using ant colony optimization

作者：

Highlights：

• This paper proposes a new model for financial crisis prediction.

• The Ant Colony optimization (ACO) is used to build the proposed model.

• The proposed model is verified using five benchmark datasets.

• The proposed ACO model outperform different existing AI models.

摘要

•This paper proposes a new model for financial crisis prediction.•The Ant Colony optimization (ACO) is used to build the proposed model.•The proposed model is verified using five benchmark datasets.•The proposed ACO model outperform different existing AI models.

论文关键词：Bankruptcy prediction,Credit risk,Feature selection,Machine learning,Metaheuristic

论文评审过程：Received 21 October 2018, Revised 19 November 2018, Accepted 5 December 2018, Available online 13 December 2018, Version of Record 21 November 2019.

论文官网地址：https://doi.org/10.1016/j.ijinfomgt.2018.12.001