Hybrid model using logit and nonparametric methods for predicting micro-entity failure

Following the calls from literature on bankruptcy, a parsimonious hybrid bankruptcy model is developed in this paper by combining parametric and non-parametric approaches.To this end, the variables with the highest predictive power to detect bankruptcy are selected using logistic regression (LR). Subsequently, alternative non-parametric methods (Multilayer Perceptron, Rough Set, and Classification-Regression Trees) are applied, in turn, to firms classified as either “bankrupt” or “not bankrupt”. Our findings show that hybrid models, particularly those combining LR and Multilayer Perceptron, offer better accuracy performance and interpretability and converge faster than each method implemented in isolation. Moreover, the authors demonstrate that the introduction of non-financial and macroeconomic variables complement financial ratios for bankruptcy prediction

Designing Algorithms for Optimization of Parameters of Functioning of Intelligent System for Radionuclide Myocardial Diagnostics

The influence of the number of complex components of Fast Fourier transformation in analyzing the polar maps of radionuclide examination of myocardium at rest and stress on the functional efficiency of the system of diagnostics of pathologies of myocardium was explored, and there were defined their optimum values in the information sense, which allows increasing the efficiency of the algorithms of forming the diagnostic decision rules by reducing the capacity of the dictionary of features of recognition.The information-extreme sequential cluster algorithms of the selection of the dictionary of features, which contains both quantitative and category features were developed and the results of their work were compared. The modificatios of the algorithms of the selection of the dictionary were suggested, which allows increasing both the search speed of the optimal in the information sense dictionary and reducing its capacity by 40 %. We managed to get the faultless by the training matrix decision rules, the accuracy of which is in the exam mode asymptotically approaches the limit.It was experimentally confirmed that the implementation of the proposed algorithm of the diagnosing system training has allowed to reduce the minimum representative volume of the training matrix from 300 to 81 vectors-implementations of the classes of recognition of the functional myocardium state