A new random subspace method incorporating sentiment and textual information for financial distress prediction

作者：

Highlights：

• Non-financial information and the class imbalance problem are often neglected.

• New approach incorporating sentiment and textual information is proposed.

• IST-RS enables the performance of prediction to be significantly improved.

摘要

•Non-financial information and the class imbalance problem are often neglected.•New approach incorporating sentiment and textual information is proposed.•IST-RS enables the performance of prediction to be significantly improved.

论文关键词：Financial distress prediction,Lasso,Random subspace method,Sentiment information,Textual information,Time-span analysis

论文评审过程：Received 29 October 2017, Revised 2 February 2018, Accepted 6 March 2018, Available online 15 March 2018, Version of Record 22 March 2018.

论文官网地址：https://doi.org/10.1016/j.elerap.2018.03.004