Corporate Default Prediction via Deep Learning

題名	Corporate Default Prediction via Deep Learning
作者	Yeh, Shu-Hao;Wang, Chuan-Ju;Tsai, Ming-Feng 蔡銘峰
貢獻者	資科系
日期	2014-07
上傳時間	22-六月-2016 16:21:20 (UTC+8)
摘要	This paper provides a new perspective on the default prediction problem using deep learning algorithms. Via the advantages of deep learning, the representable factors of input data will no longer need to be explicitly extracted, but can be implicitly learned by the deep learning algorithms. We consider the stock returns of both default and solvent companies as input signals and adopt one of the deep learning architecture, Deep Belief Networks (DBN), to train the prediction models. The preliminary results show that the proposed approach outperforms traditional machine learning algorithms.
關聯	Proceedings of the 34th International Symposium on Forecasting (ISF `14), 2014
資料類型	conference

dc.contributor	資科系
dc.creator (作者)	Yeh, Shu-Hao;Wang, Chuan-Ju;Tsai, Ming-Feng
dc.creator (作者)	蔡銘峰	zh_TW
dc.date (日期)	2014-07
dc.date.accessioned	22-六月-2016 16:21:20 (UTC+8)	-
dc.date.available	22-六月-2016 16:21:20 (UTC+8)	-
dc.date.issued (上傳時間)	22-六月-2016 16:21:20 (UTC+8)	-
dc.identifier.uri (URI)	http://nccur.lib.nccu.edu.tw/handle/140.119/98224	-
dc.description.abstract (摘要)	This paper provides a new perspective on the default prediction problem using deep learning algorithms. Via the advantages of deep learning, the representable factors of input data will no longer need to be explicitly extracted, but can be implicitly learned by the deep learning algorithms. We consider the stock returns of both default and solvent companies as input signals and adopt one of the deep learning architecture, Deep Belief Networks (DBN), to train the prediction models. The preliminary results show that the proposed approach outperforms traditional machine learning algorithms.
dc.format.extent	262404 bytes	-
dc.format.mimetype	application/pdf	-
dc.relation (關聯)	Proceedings of the 34th International Symposium on Forecasting (ISF `14), 2014
dc.title (題名)	Corporate Default Prediction via Deep Learning
dc.type (資料類型)	conference