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Bankruptcy Prediction Using Artificial Immune Systems

  • Rohit Singh
  • Raghu Nandan Sengupta
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4628)

Abstract

In this paper we articulate the idea of utilizing Artificial Immune System (AIS) for the prediction of bankruptcy of companies. Our proposed AIS model considers the financial ratios as input parameters. The novelty of our algorithms is their hybrid nature, where we use modified Negative Selection, Positive Selection and the Clonal Selection Algorithms adopted from Human Immune System. Finally we compare our proposed models with a few existing statistical and mathematical sickness prediction methods.

Keywords

immune system artificial immune system positive selection negative selection clonal selection accounting variables bankruptcy sickness prediction 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Authors and Affiliations

  • Rohit Singh
    • 1
  • Raghu Nandan Sengupta
    • 1
  1. 1.Department of Industrial and Managment Engineering, Indian Institute of Technology Kanpur, Kanpur – 208016India

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