Multi-agent hybrid mechanism for financial risk management

Abstract: 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.
Keywords: hybrid model, multi-agent mechanism, financial distress, intangible assets, risk management
Author: Jianyuan Yan, Jui-Jung Liao, Ching-Hui Shih
Journal Code: jptindustrigg150031

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