A Machine Learning-based DSS for mid and long-term company crisis prediction

作者:

Highlights:

• Two-phase training algorithm able to boost the Machine Learning accuracy.

• Accurate bankruptcy prediction up to 60 months by a Machine Learning algorithm.

• Integration of the Machine Learning algorithm in a DSS for policy making.

• Test of the DSS on the Italian SMEs, with a focus on the COVID-19 effects.

摘要

•Two-phase training algorithm able to boost the Machine Learning accuracy.•Accurate bankruptcy prediction up to 60 months by a Machine Learning algorithm.•Integration of the Machine Learning algorithm in a DSS for policy making.•Test of the DSS on the Italian SMEs, with a focus on the COVID-19 effects.

论文关键词:Bankruptcy prediction,Data analysis,Machine learning

论文评审过程:Received 31 July 2020, Revised 7 January 2021, Accepted 17 February 2021, Available online 25 February 2021, Version of Record 16 March 2021.

论文官网地址:https://doi.org/10.1016/j.eswa.2021.114758