... is as relevant as ever, so our paper on Finding relevant variables in a financial distress prediction problem using genetic programming and self-organizing maps, a chapter in the book Natural Computing in Computational Finance is quite timely. This paper uses two different techniques to find out which of the dozen or so variables used in financial prediction is more relevant when predicting distress: Genetic Programming and Self-Organizing Maps (via planes analysis). It so happens there's not much overlap between what they found, but they both found a small set that synthesize financial situation quite nicely.
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