A thinking innovation strategy based Northern goshawk optimizer enhanced extreme learning machine for bankruptcy prediction problems

一种基于北方苍鹰优化器的思维创新策略增强型极限学习机,用于解决破产预测问题

阅读:2

Abstract

Bankruptcy risk prediction, a core issue in financial risk management, plays a critical role in assessing corporate financial health and supporting decision-making for financial institutions. Traditional machine learning models often struggle with parameter optimization when handling high-dimensional, nonlinear financial data. In contrast, metaheuristic algorithms, owing to their global search capabilities, have emerged as effective tools to enhance model performance. This paper proposes a novel bankruptcy prediction model that integrates a Kernel Extreme Learning Machine (KELM) with an improved Northern goshawk Optimizer (TIS_NGO), which incorporates a Thought-Inspired Strategy (TIS). The enhancements to TIS_NGO include a divergence-based thought innovation mechanism, a prey-attacking strategy inspired by differential evolution, and a centroid opposition-based boundary control mechanism. Experimental evaluations on the CEC2017 and CEC2022 benchmark suites demonstrate that TIS_NGO outperforms the standard NGO as well as other well-known algorithms such as Particle Swarm Optimization (PSO) and Grey Wolf Optimizer (GWO) in terms of convergence speed and solution accuracy. The optimized KELM, with TIS_NGO-tuned penalty parameter [Formula: see text] and kernel parameter [Formula: see text], achieves high classification accuracy and robustness on the Wieslaw bankruptcy dataset. These results validate the effectiveness of combining improved metaheuristic algorithms with machine learning models for financial risk forecasting. Overall, the proposed method offers a promising approach to improving the accuracy and stability of bankruptcy prediction, thereby contributing a new technical pathway for early warning in the financial domain.

特别声明

1、本页面内容包含部分的内容是基于公开信息的合理引用;引用内容仅为补充信息,不代表本站立场。

2、若认为本页面引用内容涉及侵权,请及时与本站联系,我们将第一时间处理。

3、其他媒体/个人如需使用本页面原创内容,需注明“来源:[生知库]”并获得授权;使用引用内容的,需自行联系原作者获得许可。

4、投稿及合作请联系:info@biocloudy.com。