Multi-agent hybrid mechanism for financial risk management

Jianyuan Yan, Jui-Jung Liao, Ching-Hui Shih

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 and Originality/value: The study shows a superior forecasting performance. Originality/value: The use of multi-agent model to predict the corporate financial distress.

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Year of publication:	2015
Authors:	Yan, Jianyuan ; Liao, Jui-Jung ; Shih, Ching-Hui
Published in:	Journal of industrial engineering and management : JIEM. - Terrassa : Universitat Politècnica de Catalunya (UPC), ISSN 2013-0953, ZDB-ID 2495074-9. - Vol. 8.2015, 2, p. 435-452
Subject:	hybrid model \| multi-agent mechanism \| financial distress \| intangible assets \| risk management \| Risikomanagement \| Risk management \| Agentenbasierte Modellierung \| Agent-based modeling \| Immaterielle Werte \| Intangible assets \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Kreditrisiko \| Credit risk

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.3926/jiem.1313 [DOI] hdl:10419/188691 [Handle]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011914283