Journal of American Science, ( ISI ), Volume (9), No (5), Year (2013-6) , Pages (24-29)

Title : ( Comparison Models of Corporate Bankruptcy Prediction in Companies Listed in Tehran Stock Exchange by Particle Swarm Optimization Algorithm and Support Vector Machine Algorithm )

Authors: Neda Rostami , Mahdi Salehi , Mohammad Reza Shoorvarzy , Alireza Davoodi ,
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Nowadays by rapid advancement of technology and vast environmental changes on the one hand and the development of fifth Parliament’s program and also privatized most of governmental companies, on the other hand by increasing competition has led to limit of accessing to profits. Following, chance of bankruptcy will rise. Therefore, many researchers have tried to find the best predicting bankruptcy model by available information. Thus, in according to economic and financial environment, they have proposed several models. The current research was included one hypothesis which this includes an assumption that ability of particle swarm optimization algorithm and support vector machine algorithm models for predicting bankruptcy were compared and the results indicate that the Support Vector Machine algorithm had better ability for predicting bankruptcy in comparison with particle swarm optimization algorithm.

Keywords

, Bankruptcy, Support Vector Machines, Genetic Algorithms, Particle Swarm Optimization Algorithm, Neural
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@article{paperid:1034952,
author = {Neda Rostami and Salehi, Mahdi and Mohammad Reza Shoorvarzy and Alireza Davoodi},
title = {Comparison Models of Corporate Bankruptcy Prediction in Companies Listed in Tehran Stock Exchange by Particle Swarm Optimization Algorithm and Support Vector Machine Algorithm},
journal = {Journal of American Science},
year = {2013},
volume = {9},
number = {5},
month = {June},
issn = {1545-1003},
pages = {24--29},
numpages = {5},
keywords = {Bankruptcy; Support Vector Machines; Genetic Algorithms; Particle Swarm Optimization Algorithm; Neural Network},
}

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%0 Journal Article
%T Comparison Models of Corporate Bankruptcy Prediction in Companies Listed in Tehran Stock Exchange by Particle Swarm Optimization Algorithm and Support Vector Machine Algorithm
%A Neda Rostami
%A Salehi, Mahdi
%A Mohammad Reza Shoorvarzy
%A Alireza Davoodi
%J Journal of American Science
%@ 1545-1003
%D 2013

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