Long term bank failure prediction using Fuzzy Refinement-based Transductive Transfer learning

Behbood, V; Lu, J; Zhang, G

Long term bank failure prediction using Fuzzy Refinement-based Transductive Transfer learning

Behbood, V Lu, J

Zhang, G

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Publication Type:: Conference Proceeding
Citation:: IEEE International Conference on Fuzzy Systems, 2011, pp. 2676 - 2683
Issue Date:: 2011-09-27

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Field	Value	Language
dc.contributor.author	Behbood, V	en_US
dc.contributor.author	Lu, J https://orcid.org/0000-0003-0690-4732	en_US
dc.contributor.author	Zhang, G https://orcid.org/0000-0003-3960-0583	en_US
dc.date.issued	2011-09-27	en_US
dc.identifier.citation	IEEE International Conference on Fuzzy Systems, 2011, pp. 2676 - 2683	en_US
dc.identifier.isbn	9781424473175	en_US
dc.identifier.issn	1098-7584	en_US
dc.identifier.uri	http://hdl.handle.net/10453/19173
dc.description.abstract	Machine learning algorithms, which have been considered as robust methods in different computational fields, assume that the training and test data are drawn from the same distribution. This assumption may be violated in many real world applications like bank failure prediction because training and test data may come from different time periods or domains. An efficient novel algorithm known as Fuzzy Refinement (FR) is proposed in this paper to solve this problem and improve the performance. The algorithm utilizes the fuzzy system and similarity concept to modify the instances' labels in target domain which was initially predicted by shift-unaware Fuzzy Neural Network (FNN) proposed by [1]. The experiments are performed using bank failure financial data of United States to evaluate the algorithm performance. The results address a significant improvement in the predictive accuracy of FNN due to applying the proposed algorithm. © 2011 IEEE.	en_US
dc.relation.ispartof	IEEE International Conference on Fuzzy Systems	en_US
dc.relation.isbasedon	10.1109/FUZZY.2011.6007633	en_US
dc.title	Long term bank failure prediction using Fuzzy Refinement-based Transductive Transfer learning	en_US
dc.type	Conference Proceeding
utslib.for	0801 Artificial Intelligence and Image Processing	en_US
dc.location.activity	Taipei, Taiwan	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology/School of Computer Science
pubs.organisational-group	/University of Technology Sydney/Strength - CAI - Centre for Artificial Intelligence
utslib.copyright.status	closed_access
pubs.publication-status	Published	en_US

Abstract:

Machine learning algorithms, which have been considered as robust methods in different computational fields, assume that the training and test data are drawn from the same distribution. This assumption may be violated in many real world applications like bank failure prediction because training and test data may come from different time periods or domains. An efficient novel algorithm known as Fuzzy Refinement (FR) is proposed in this paper to solve this problem and improve the performance. The algorithm utilizes the fuzzy system and similarity concept to modify the instances' labels in target domain which was initially predicted by shift-unaware Fuzzy Neural Network (FNN) proposed by [1]. The experiments are performed using bank failure financial data of United States to evaluate the algorithm performance. The results address a significant improvement in the predictive accuracy of FNN due to applying the proposed algorithm. © 2011 IEEE.

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