Bankruptcy prediction using ensemble of autoencoders optimized by genetic algorithm.

The prediction of imminent bankruptcy for a company is important to banks, government agencies, business owners, and different business stakeholders. Bankruptcy is influenced by many global and local aspects, so it can hardly be anticipated without deeper analysis and economic modeling knowledge. To make this problem even more challenging, the available bankruptcy datasets are usually imbalanced since even in times of financial crisis, bankrupt companies constitute only a fraction of all operating businesses.