Genetic Algorithm-based Variable Selection Approach for High-Growth Firm Prediction Show others and affiliations
2022 (English) In: International Conference on Electrical, Computer, Communications and Mechatronics Engineering, ICECCME 2022, Institute of Electrical and Electronics Engineers (IEEE), 2022Conference paper, Published paper (Refereed)
Abstract [en]
In this paper, we propose a novel method for high-growth firm prediction by minimizing a cost function using a Genetic Algorithm (GA). To achieve it, the GA is used to search to find a set of important variables which provide the best fit for machine learning models so that accurate predictions can be made for high-growth firm prediction. The GA is employed to optimize the mean square error (MSE) between the accurate results and the predicted results of the machine learning methods by evolving the initially generated binary solutions through iterations. The proposed method obtains the best fitting set of variables for the machine learning methods for high-growth firm prediction. Four different machine learning methods which are Support Vector Machines (SVM), Logistic Regression, Random Forest (RF) and K-Nearest Neighbor (K-NN) have been employed with the GA and experimental results show that using RF with the GA achieves the best accuracy results with 94.93%. © 2022 IEEE.
Place, publisher, year, edition, pages Institute of Electrical and Electronics Engineers (IEEE), 2022.
Keywords [en]
Computational complexity, Cost functions, Genetic algorithms, Learning algorithms, Learning systems, Mean square error, Nearest neighbor search, Support vector regression, Complexity, Cost-function, High growth, High-growth firm prediction, Machine learning methods, Machine-learning, Novel methods, Optimisations, Random forests, Variables selections, Forecasting, Genetic algorithm, machine learning, optimization, variable selection
National Category
Computer Sciences
Identifiers URN: urn:nbn:se:bth-24243 DOI: 10.1109/ICECCME55909.2022.9988729 Scopus ID: 2-s2.0-85146429707 ISBN: 9781665470957 (print) OAI: oai:DiVA.org:bth-24243 DiVA, id: diva2:1731405
Conference 2022 International Conference on Electrical, Computer, Communications and Mechatronics Engineering, ICECCME 2022, Male, 16 November through 18 November 2022
2023-01-272023-01-272025-03-04 Bibliographically approved