C-FUZZY DECISION TREES IN DEFAULT PREDICTION OF SMALL ENTERPRISES

Maria Luiza F. Velloso, Thales Ávila Carneiro, José Augusto Gonçalves do Canto

Abstract

This work uses fuzzy c-tree in order to predict default in small and medium enterprises in Brazil, using indexes that reflect the financial situation of enterprise, such as profitable capability, operating efficiency, repayment capability and situation of enterprise’s cash flow, etc. Fuzzy c-trees are based on information granules—multivariable entities characterized by high homogeneity (low variability). The results are compared with those produced by the “standard” version of the decision tree, the C4.5 tree. The experimental study illustrates a better performance of the C-tree.

References

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Paper Citation


in Harvard Style

Velloso M., Carneiro T. and Canto J. (2009). C-FUZZY DECISION TREES IN DEFAULT PREDICTION OF SMALL ENTERPRISES . In Proceedings of the International Joint Conference on Computational Intelligence - Volume 1: ICFC, (IJCCI 2009) ISBN 978-989-674-014-6, pages 94-98. DOI: 10.5220/0002324500940098


in Bibtex Style

@conference{icfc09,
author={Maria Luiza F. Velloso and Thales Ávila Carneiro and José Augusto Gonçalves do Canto},
title={C-FUZZY DECISION TREES IN DEFAULT PREDICTION OF SMALL ENTERPRISES},
booktitle={Proceedings of the International Joint Conference on Computational Intelligence - Volume 1: ICFC, (IJCCI 2009)},
year={2009},
pages={94-98},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002324500940098},
isbn={978-989-674-014-6},
}


in EndNote Style

TY - CONF
JO - Proceedings of the International Joint Conference on Computational Intelligence - Volume 1: ICFC, (IJCCI 2009)
TI - C-FUZZY DECISION TREES IN DEFAULT PREDICTION OF SMALL ENTERPRISES
SN - 978-989-674-014-6
AU - Velloso M.
AU - Carneiro T.
AU - Canto J.
PY - 2009
SP - 94
EP - 98
DO - 10.5220/0002324500940098