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Journal of Intelligent Systems and Internet of Things
Volume 6 , Issue 1, PP: 09-19 , 2022 | Cite this article as | XML | Html |PDF

Title

An Intelligent Bankruptcy Prediction Model based on an Enhanced Sparrow Search Algorithm

  Abdulaziz Shehab 1 * ,   Mahmood Mahmood 2

1  Department of Information Systems, College of Computer and Information Sciences, Jouf University, Sakaka, Saudi Arabia
    (aishehab@ju.edu.sa)

2  Department of Information Systems, College of Computer and Information Sciences, Jouf University, Sakaka, Saudi Arabia
    (mamahmood@ju.edu.sa)


Doi   :   https://doi.org/10.54216/JISIoT.060101

Received: September 17, 2021 Accepted: January 30, 2022

Abstract :

Bankruptcy detection becomes one of the major subjects in finance. Indeed, for apparent reasons, several actors like shareholders or managers show more attention to the possibility of a firm’s bankruptcy. Subsequently, various researches are being conducted on the matter of bankruptcy prediction. Recently numerous research works have explored the application of machine learning (ML) techniques to bankruptcy prediction by having financial ratios as predictors. This article devises an Enhanced Sparrow Search Optimization with Deep Learning Enabled Bankruptcy Prediction (ESSODL-BP) model. The proposed ESSODL-BP technique involves the forecasting of the bankruptcy of a financial firm. To accomplish this, the ESSODL-BP technique primarily follows the Z-score normalization approach. Followed by, the bidirectional long short-term memory (BLSTM) model is designed to predict the bankruptcy status of a financial firm. Then, the ESSO algorithm is utilized for optimally tuning the hyperparameters related to the BLSTM model and also boosts the prediction performance to a maximum extent. The performance validation of the ESSODL-BP technique is tested using a benchmark dataset. The experimental outcomes reported better performance of the ESSODL-BP technique over other approaches.

Keywords :

Intelligent Systems; Bankruptcy prediction; Deep learning; Sparrow search optimization

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Cite this Article as :
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MLA Abdulaziz Shehab, Mahmood Mahmood. "An Intelligent Bankruptcy Prediction Model based on an Enhanced Sparrow Search Algorithm." Journal of Intelligent Systems and Internet of Things, Vol. 6, No. 1, 2022 ,PP. 09-19 (Doi   :  https://doi.org/10.54216/JISIoT.060101)
APA Abdulaziz Shehab, Mahmood Mahmood. (2022). An Intelligent Bankruptcy Prediction Model based on an Enhanced Sparrow Search Algorithm. Journal of Journal of Intelligent Systems and Internet of Things, 6 ( 1 ), 09-19 (Doi   :  https://doi.org/10.54216/JISIoT.060101)
Chicago Abdulaziz Shehab, Mahmood Mahmood. "An Intelligent Bankruptcy Prediction Model based on an Enhanced Sparrow Search Algorithm." Journal of Journal of Intelligent Systems and Internet of Things, 6 no. 1 (2022): 09-19 (Doi   :  https://doi.org/10.54216/JISIoT.060101)
Harvard Abdulaziz Shehab, Mahmood Mahmood. (2022). An Intelligent Bankruptcy Prediction Model based on an Enhanced Sparrow Search Algorithm. Journal of Journal of Intelligent Systems and Internet of Things, 6 ( 1 ), 09-19 (Doi   :  https://doi.org/10.54216/JISIoT.060101)
Vancouver Abdulaziz Shehab, Mahmood Mahmood. An Intelligent Bankruptcy Prediction Model based on an Enhanced Sparrow Search Algorithm. Journal of Journal of Intelligent Systems and Internet of Things, (2022); 6 ( 1 ): 09-19 (Doi   :  https://doi.org/10.54216/JISIoT.060101)
IEEE Abdulaziz Shehab, Mahmood Mahmood, An Intelligent Bankruptcy Prediction Model based on an Enhanced Sparrow Search Algorithm, Journal of Journal of Intelligent Systems and Internet of Things, Vol. 6 , No. 1 , (2022) : 09-19 (Doi   :  https://doi.org/10.54216/JISIoT.060101)