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
