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Multi-agent hybrid mechanism for financial risk management
dc.contributor.author | Yan, Jianyuan |
dc.contributor.author | Jui-Jung, Liao |
dc.contributor.author | Shih, Ching-Hui |
dc.date.accessioned | 2015-06-02T13:51:52Z |
dc.date.available | 2015-06-02T13:51:52Z |
dc.date.issued | 2015-04 |
dc.identifier.citation | Yan, Jianyuan; Jui-Jung, Liao; Shih, Ching-Hui. Multi-agent hybrid mechanism for financial risk management. "Journal of Industrial Engineering and Management", Abril 2015, vol. 8, núm. 2, p. 435-452. |
dc.identifier.issn | 2013-0953 |
dc.identifier.uri | http://hdl.handle.net/2099/16542 |
dc.description.abstract | Purpose: The goal of this study was to propose the multi-agent mechanism to forecast the corporate financial distress. Design/methodology/approach: This study utilized numerous methods, namely random subspace method, discriminant analysis and decision tree to construct the multi-agent forecasting model. Findings: The study shows a superior forecasting performance. Originality/value: The use of multi-agent model to predict the corporate financial distress. |
dc.format.extent | 18 p. |
dc.language.iso | eng |
dc.publisher | OmniaScience |
dc.rights | Attribution-NonCommercial 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Economia i organització d'empreses::Microeconomia::Empreses |
dc.subject.lcsh | Financial risk management |
dc.subject.lcsh | Multiagent systems |
dc.subject.other | Hybrid model |
dc.subject.other | Risk management |
dc.subject.other | Multi-agent mechanism |
dc.subject.other | Intangible assets |
dc.subject.other | Financial distress |
dc.title | Multi-agent hybrid mechanism for financial risk management |
dc.type | Article |
dc.subject.lemac | Gestió del risc -- Previsió |
dc.subject.lemac | Sistemes multiagent |
dc.subject.lemac | Previsió econòmica |
dc.identifier.dl | B-28744-2008 |
dc.description.peerreviewed | Peer Reviewed |
dc.rights.access | Open Access |
local.citation.author | Yan, Jianyuan; Jui-Jung, Liao; Shih, Ching-Hui |
local.citation.publicationName | Journal of Industrial Engineering and Management |
local.citation.volume | 8 |
local.citation.number | 2 |
local.citation.startingPage | 435 |
local.citation.endingPage | 452 |
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2015, vol. 8, núm. 2 [18]
Special Issue – LISS 2014