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Archivio digitale delle tesi discusse presso l’Università di Pisa

Tesi etd-06102020-223125


Tipo di tesi
Tesi di laurea magistrale
Autore
SPAGNOLI, SIMONE
URN
etd-06102020-223125
Titolo
Predicting financial distress: a machine learning approach
Dipartimento
INFORMATICA
Corso di studi
INFORMATICA
Relatori
relatore Prof. Prencipe, Giuseppe
Parole chiave
  • ensemble
  • financial distress
  • forecast
  • machine learning
  • nerual networks
  • random forest
  • svm
Data inizio appello
26/06/2020
Consultabilità
Non consultabile
Data di rilascio
26/06/2090
Riassunto
In this study we will build a fully automatic workflow of machine learning technique quickly adaptable for similar data on a relateddomain. In short this workflow will start will reshape the time series data, select the most important feature to consider, train different models, ensemble their result and propose a likelihood for predict the future financialdistress of a banks, in order foreseen bankruptcy. The final workflow outputwill also be associated with several intermediate steps that will give a betterunderstanding of the data analysed.
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