Thesis etd-06102020-223125 |
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Thesis type
Tesi di laurea magistrale
Author
SPAGNOLI, SIMONE
URN
etd-06102020-223125
Thesis title
Predicting financial distress: a machine learning approach
Department
INFORMATICA
Course of study
INFORMATICA
Supervisors
relatore Prof. Prencipe, Giuseppe
Keywords
- ensemble
- financial distress
- forecast
- machine learning
- nerual networks
- random forest
- svm
Graduation session start date
26/06/2020
Availability
Withheld
Release date
26/06/2090
Summary
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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