GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem

"This study compares the prediction accuracy and model interpretability, between a generalized additive model with an incorporated variable selection procedure (GAMSEL), and some representative methodologies used for bankruptcy prediction. Although the most flexible methods, as support vector m...

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Autores:: Ramírez Zuluaga, Juan Alberto

Tipo de recurso:

Fecha de publicación:: 2017

Institución:: Universidad de los Andes

Repositorio:: Séneca: repositorio Uniandes

Idioma:: spa
eng

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spelling	Al consultar y hacer uso de este recurso, está aceptando las condiciones de uso establecidas por los autores.https://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdfinfo:eu-repo/semantics/openAccesshttp://purl.org/coar/access_right/c_abf2Valencia Arboleda, Carlos Felipevirtual::21083-1Ramírez Zuluaga, Juan Alberto03209f51-093f-4d2d-b917-4b1bd2bfbcfe500Torres Cadena, GonzaloHandl, Julia2022-09-26T22:09:15Z2022-09-26T22:09:15Z2017http://hdl.handle.net/1992/61106instname:Universidad de los Andesreponame:Repositorio Institucional Sénecarepourl:https://repositorio.uniandes.edu.co/754386-1001"This study compares the prediction accuracy and model interpretability, between a generalized additive model with an incorporated variable selection procedure (GAMSEL), and some representative methodologies used for bankruptcy prediction. Although the most flexible methods, as support vector machine SVM) with radial kernel or boosting perform well in this problem givmg high accuracies, they are harder to Interpret". -- Tomado del resumen."Este estudio compara la capacidad predictiva e interpretabilidad, entre los modelos aditivos generalizados con selección automática de variables (GAMSEL), y algunas metodologías representativas utilizadas para la predicción de quiebra empresarial. Aunque los métodos más flexibles, como support vector machine (SVM) con kernel radial o boosting se desempeñan bien en este problema, son difíciles de interpretar". -- Tomado del resumen.Magíster en Ingeniería IndustrialMaestría20 hojasapplication/pdfspaengUniversidad de los AndesMaestría en Ingeniería IndustrialFacultad de IngenieríaDepartamento de Ingeniería IndustrialGAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problemTrabajo de grado - Maestríainfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/acceptedVersionTexthttp://purl.org/redcol/resource_type/TMAdministración de riesgosQuiebraRedes neurales (Computadores)200610981Publicationhttps://scholar.google.es/citations?user=vPH5LywAAAAJvirtual::21083-1https://scienti.minciencias.gov.co/cvlac/visualizador/generarCurriculoCv.do?cod_rh=0000271403virtual::21083-1e1de19e8-629e-401d-a9d3-77eea3d2db48virtual::21083-1e1de19e8-629e-401d-a9d3-77eea3d2db48virtual::21083-1ORIGINAL12033.pdfapplication/pdf1180659https://repositorio.uniandes.edu.co/bitstreams/4274d542-3ad6-45b7-82cd-bde141f27bb3/download2d1d49cdbefcec971e0e43345e8c4f9bMD51THUMBNAIL12033.pdf.jpg12033.pdf.jpgIM Thumbnailimage/jpeg31154https://repositorio.uniandes.edu.co/bitstreams/15941c9d-7afd-4290-aa7f-fdc8b9516d02/downloadda43fdf9ff9ee914421bb4aea62bed5cMD53TEXT12033.pdf.txt12033.pdf.txtExtracted texttext/plain48592https://repositorio.uniandes.edu.co/bitstreams/79fe0306-2bc7-4e23-b72e-b153bfde019e/downloadad72c54fd88490887bb023076641f946MD521992/61106oai:repositorio.uniandes.edu.co:1992/611062024-12-04 17:02:53.491https://repositorio.uniandes.edu.co/static/pdf/aceptacion_uso_es.pdfopen.accesshttps://repositorio.uniandes.edu.coRepositorio institucional Sénecaadminrepositorio@uniandes.edu.co
dc.title.spa.fl_str_mv	GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem
title	GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem
spellingShingle	GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem Administración de riesgos Quiebra Redes neurales (Computadores)
title_short	GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem
title_full	GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem
title_fullStr	GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem
title_full_unstemmed	GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem
title_sort	GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem
dc.creator.fl_str_mv	Ramírez Zuluaga, Juan Alberto
dc.contributor.advisor.none.fl_str_mv	Valencia Arboleda, Carlos Felipe
dc.contributor.author.none.fl_str_mv	Ramírez Zuluaga, Juan Alberto
dc.contributor.jury.none.fl_str_mv	Torres Cadena, Gonzalo Handl, Julia
dc.subject.keyword.spa.fl_str_mv	Administración de riesgos Quiebra Redes neurales (Computadores)
topic	Administración de riesgos Quiebra Redes neurales (Computadores)
description	"This study compares the prediction accuracy and model interpretability, between a generalized additive model with an incorporated variable selection procedure (GAMSEL), and some representative methodologies used for bankruptcy prediction. Although the most flexible methods, as support vector machine SVM) with radial kernel or boosting perform well in this problem givmg high accuracies, they are harder to Interpret". -- Tomado del resumen.
publishDate	2017
dc.date.issued.spa.fl_str_mv	2017
dc.date.accessioned.none.fl_str_mv	2022-09-26T22:09:15Z
dc.date.available.none.fl_str_mv	2022-09-26T22:09:15Z
dc.type.spa.fl_str_mv	Trabajo de grado - Maestría
dc.type.driver.spa.fl_str_mv	info:eu-repo/semantics/masterThesis
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dc.type.content.spa.fl_str_mv	Text
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status_str	acceptedVersion
dc.identifier.uri.none.fl_str_mv	http://hdl.handle.net/1992/61106
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dc.language.iso.spa.fl_str_mv	spa eng
language	spa eng
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dc.format.extent.spa.fl_str_mv	20 hojas
dc.format.mimetype.spa.fl_str_mv	application/pdf
dc.publisher.spa.fl_str_mv	Universidad de los Andes
dc.publisher.program.spa.fl_str_mv	Maestría en Ingeniería Industrial
dc.publisher.faculty.spa.fl_str_mv	Facultad de Ingeniería
dc.publisher.department.spa.fl_str_mv	Departamento de Ingeniería Industrial
institution	Universidad de los Andes
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GAMSEL methodology application to provide a balance between interpretability and flexibility in the bankruptcy prediction problem

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