英文标题：
《A hybrid neural network model based on improved PSO and SA for
bankruptcy prediction》
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作者：
Fatima Zahra Azayite, Said Achchab
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最新提交年份：
2019
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英文摘要：
Predicting firm\'s failure is one of the most interesting subjects for investors and decision makers. In this paper, a bankruptcy prediction model is proposed based on Artificial Neural networks (ANN). Taking into consideration that the choice of variables to discriminate between bankrupt and non-bankrupt firms influences significantly the model\'s accuracy and considering the problem of local minima, we propose a hybrid ANN based on variables selection techniques. Moreover, we evolve the convergence of Particle Swarm Optimization (PSO) by proposing a training algorithm based on an improved PSO and Simulated Annealing. A comparative performance study is reported, and the proposed hybrid model shows a high performance and convergence in the context of missing data.
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中文摘要：
预测公司的失败是投资者和决策者最感兴趣的课题之一。本文提出了一种基于人工神经网络的破产预测模型。考虑到区分破产企业和非破产企业的变量选择对模型的准确性有显著影响，并考虑到局部极小值问题，我们提出了一种基于变量选择技术的混合人工神经网络。此外，我们提出了一种基于改进粒子群算法和模拟退火算法的训练算法，以改进粒子群算法（PSO）的收敛性。报告了一项比较性能研究，提出的混合模型在缺少数据的情况下表现出了较高的性能和收敛性。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Computer Science 计算机科学
二级分类：Machine Learning 机器学习
分类描述：Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文（有监督的，无监督的，强化学习，强盗问题，等等），包括健壮性，解释性，公平性和方法论。对于机器学习方法的应用，CS.LG也是一个合适的主要类别。
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一级分类：Computer Science 计算机科学
二级分类：Neural and Evolutionary Computing 神经与进化计算
分类描述：Covers neural networks, connectionism, genetic algorithms, artificial life, adaptive behavior. Roughly includes some material in ACM Subject Class C.1.3, I.2.6, I.5.
涵盖神经网络，连接主义，遗传算法，人工生命，自适应行为。大致包括ACM学科类C.1.3、I.2.6、I.5中的一些材料。
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一级分类：Statistics 统计学
二级分类：Machine Learning 机器学习
分类描述：Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文（监督，无监督，半监督学习，图形模型，强化学习，强盗，高维推理等）与统计或理论基础
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