Multi-Strategy Enhanced Beaver Behavior Optimizer for Global Optimization and Enterprise Bankruptcy Prediction

Enterprise bankruptcy prediction is a critical research issue in financial risk early warning, credit evaluation, and investment decision-making. To address the limitations of traditional methods in handling high-dimensional, nonlinear, and complex financial data, including parameter sensitivity, susceptibility to local optima, and insufficient prediction stability, this study proposes a multi-strategy enhanced Beaver Behavior Optimizer and applies it to optimize kernel extreme learning machines, constructing the MEBBO KELM prediction model. Three improvement mechanisms are introduced, including an elite pool enhanced exploration strategy, a stochastic centroid reverse learning strategy, and a leader guided boundary control strategy, which improve population diversity, global search capability, boundary handling capacity, and convergence accuracy. The proposed algorithm is evaluated on CEC2017 and CEC2022 benchmark datasets and compared with EWOA, HPHHO, MELGWO, TACPSO, CFOA, ALA, AOO, RIME, and BBO. Statistical analyses are conducted using the Wilcoxon rank sum test and the Friedman test. The results demonstrate that MEBBO achieves superior solution accuracy and stability, indicating strong global optimization capability and robustness. Further experiments on the Wieslaw Corporate Bankruptcy Dataset show that MEBBO-KELM achieves strong and robust performance across multiple evaluation metrics, including ACC, MCC, Sensitivity, Specificity, Precision, Recall, and F1 score. Specifically, ACC reaches 79.7578, MCC reaches 0.6050, and F1 score reaches 78.8504, confirming its effectiveness.