Send to

Choose Destination
See comment in PubMed Commons below
IEEE Trans Neural Netw. 2001;12(4):936-47. doi: 10.1109/72.935102.

Bankruptcy analysis with self-organizing maps in learning metrics.

Author information

  • 1Neural Networks Research Centre, Helsinki University of Technology, Espoo, Finland.


We introduce a method for deriving a metric, locally based on the Fisher information matrix, into the data space. A self-organizing map (SOM) is computed in the new metric to explore financial statements of enterprises. The metric measures local distances in terms of changes in the distribution of an auxiliary random variable that reflects what is important in the data. In this paper the variable indicates bankruptcy within the next few years. The conditional density of the auxiliary variable is first estimated, and the change in the estimate resulting from local displacements in the primary data space is measured using the Fisher information matrix. When a self-organizing map is computed in the new metric it still visualizes the data space in a topology-preserving fashion, but represents the (local) directions in which the probability of bankruptcy changes the most.

PubMed Commons home

PubMed Commons

How to join PubMed Commons

    Supplemental Content

    Full text links

    Icon for IEEE Engineering in Medicine and Biology Society
    Loading ...
    Support Center