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Authors: Javier De Andrés 1 ; Pedro Lorca 1 ; Fernando Sánchez-Lasheras 2 and Francisco Javier De Cos-Juez 2

Affiliations: 1 University of Oviedo and Faculty of Economy and Business, Spain ; 2 University of Oviedo, Spain

Keyword(s): Solvency, Unbalanced sample, Self organized maps (SOM), Multivariate adaptive regression splines (MARS).

Related Ontology Subjects/Areas/Topics: Applications ; Artificial Intelligence ; Business Intelligence ; Enterprise Information Systems ; Intelligent Information Systems ; Knowledge Management and Information Sharing ; Knowledge-Based Systems ; Software Engineering ; Symbolic Systems ; Tools and Technology for Knowledge Management

Abstract: This paper proposes an improved approach to the assessment of firms’ solvency. First, sound companies are classified into clusters according to their financial similarities by using Kohonen’s Self Organizing Maps (SOM). Then, each cluster is replaced by a director vector which summarizes all the companies that the cluster includes. The next step is the estimation of a classification model through Multivariate Adaptive Regression Splines (MARS). For the test of the model we considered a real setting of Spanish enterprises from the construction sector. In this dataset the proportion of distressed firms is very close to that which is derived from Economic statistics. Our results indicate that our system performs better than two benchmarking models, namely a back-propagation neural network and a simple MARS model.

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Paper citation in several formats:
De Andrés, J.; Lorca, P.; Sánchez-Lasheras, F. and De Cos-Juez, F. (2011). SOLVENCY ASSESSMENT IN AN UNBALANCED SAMPLE. In Proceedings of the International Conference on Knowledge Management and Information Sharing (IC3K 2011) - KMIS; ISBN 978-989-8425-81-2; ISSN 2184-3228, SciTePress, pages 283-286. DOI: 10.5220/0003620202830286

@conference{kmis11,
author={Javier {De Andrés}. and Pedro Lorca. and Fernando Sánchez{-}Lasheras. and Francisco Javier {De Cos{-}Juez}.},
title={SOLVENCY ASSESSMENT IN AN UNBALANCED SAMPLE},
booktitle={Proceedings of the International Conference on Knowledge Management and Information Sharing (IC3K 2011) - KMIS},
year={2011},
pages={283-286},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003620202830286},
isbn={978-989-8425-81-2},
issn={2184-3228},
}

TY - CONF

JO - Proceedings of the International Conference on Knowledge Management and Information Sharing (IC3K 2011) - KMIS
TI - SOLVENCY ASSESSMENT IN AN UNBALANCED SAMPLE
SN - 978-989-8425-81-2
IS - 2184-3228
AU - De Andrés, J.
AU - Lorca, P.
AU - Sánchez-Lasheras, F.
AU - De Cos-Juez, F.
PY - 2011
SP - 283
EP - 286
DO - 10.5220/0003620202830286
PB - SciTePress

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