Evolutionary fuzzy case-based reasoning for financial performance ranking

Sheng Tun Li, Hei Fong Ho, Yi Chung Cheng

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we propose a hybrid decision model for supporting the ranking financial status of corporations using case-based reasoning augmented with genetic algorithms and the fuzzy nearest neighbor method. An empirical experimentation on 746 cases was conducted that shows that the average accuracy of the ranking is about 92% and 80% for the first order and the second order, respectively. This confirms that the proposed approach is very effective and can make a significant contribution to the decision-making of ranking.

Original languageEnglish
Title of host publicationProceedings of the 9th Joint Conference on Information Sciences, JCIS 2006
DOIs
Publication statusPublished - 2006 Dec 1
Event9th Joint Conference on Information Sciences, JCIS 2006 - Taiwan, ROC, Taiwan
Duration: 2006 Oct 82006 Oct 11

Publication series

NameProceedings of the 9th Joint Conference on Information Sciences, JCIS 2006
Volume2006

Other

Other9th Joint Conference on Information Sciences, JCIS 2006
CountryTaiwan
CityTaiwan, ROC
Period06-10-0806-10-11

Fingerprint

Case based reasoning
Genetic algorithms
Decision making
Industry

All Science Journal Classification (ASJC) codes

  • Engineering(all)

Cite this

Li, S. T., Ho, H. F., & Cheng, Y. C. (2006). Evolutionary fuzzy case-based reasoning for financial performance ranking. In Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006 [CIEF-175] (Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006; Vol. 2006). https://doi.org/10.2991/jcis.2006.141
Li, Sheng Tun ; Ho, Hei Fong ; Cheng, Yi Chung. / Evolutionary fuzzy case-based reasoning for financial performance ranking. Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006. 2006. (Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006).
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Li, ST, Ho, HF & Cheng, YC 2006, Evolutionary fuzzy case-based reasoning for financial performance ranking. in Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006., CIEF-175, Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006, vol. 2006, 9th Joint Conference on Information Sciences, JCIS 2006, Taiwan, ROC, Taiwan, 06-10-08. https://doi.org/10.2991/jcis.2006.141

Evolutionary fuzzy case-based reasoning for financial performance ranking. / Li, Sheng Tun; Ho, Hei Fong; Cheng, Yi Chung.

Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006. 2006. CIEF-175 (Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006; Vol. 2006).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

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Li ST, Ho HF, Cheng YC. Evolutionary fuzzy case-based reasoning for financial performance ranking. In Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006. 2006. CIEF-175. (Proceedings of the 9th Joint Conference on Information Sciences, JCIS 2006). https://doi.org/10.2991/jcis.2006.141