Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms
A support vector machine is a new learning machine; it is based on the statistics learning theory and attracts the attention of all researchers. Recently, the support vector machines (SVMs) have been applied to the problem of financial early-warning prediction (Rose, 1999). The SVMs-based method has...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2009/830572 |
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| _version_ | 1849403624178843648 |
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| author | Zuoquan Zhang Fan Lang Qin Zhao |
| author_facet | Zuoquan Zhang Fan Lang Qin Zhao |
| author_sort | Zuoquan Zhang |
| collection | DOAJ |
| description | A support vector machine is a new learning machine; it is based on the statistics learning theory and attracts the attention of all researchers. Recently, the support vector machines (SVMs) have been applied to the problem of financial
early-warning prediction (Rose, 1999). The SVMs-based method has been compared with other statistical methods and has shown good results. But the parameters of the kernel function which influence the result and performance of support vector machines have
not been decided. Based on genetic algorithms, this paper proposes a new scientific method to automatically select the parameters of SVMs for financial early-warning model. The results demonstrate that the method is a powerful and flexible way to
solve financial early-warning problem. |
| format | Article |
| id | doaj-art-84ebf6ab42c24710815ffa6c8f6dfd69 |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2009-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-84ebf6ab42c24710815ffa6c8f6dfd692025-08-20T03:37:12ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2009-01-01200910.1155/2009/830572830572Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic AlgorithmsZuoquan Zhang0Fan Lang1Qin Zhao2School of Sciences, Beijing Jiaotong University, 100044 Beijing, ChinaSchool of Sciences, Beijing Jiaotong University, 100044 Beijing, ChinaSchool of Economics and Management, Beijing Jiaotong University, Beijing 100044, ChinaA support vector machine is a new learning machine; it is based on the statistics learning theory and attracts the attention of all researchers. Recently, the support vector machines (SVMs) have been applied to the problem of financial early-warning prediction (Rose, 1999). The SVMs-based method has been compared with other statistical methods and has shown good results. But the parameters of the kernel function which influence the result and performance of support vector machines have not been decided. Based on genetic algorithms, this paper proposes a new scientific method to automatically select the parameters of SVMs for financial early-warning model. The results demonstrate that the method is a powerful and flexible way to solve financial early-warning problem.http://dx.doi.org/10.1155/2009/830572 |
| spellingShingle | Zuoquan Zhang Fan Lang Qin Zhao Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms Discrete Dynamics in Nature and Society |
| title | Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms |
| title_full | Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms |
| title_fullStr | Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms |
| title_full_unstemmed | Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms |
| title_short | Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms |
| title_sort | research of financial early warning model on evolutionary support vector machines based on genetic algorithms |
| url | http://dx.doi.org/10.1155/2009/830572 |
| work_keys_str_mv | AT zuoquanzhang researchoffinancialearlywarningmodelonevolutionarysupportvectormachinesbasedongeneticalgorithms AT fanlang researchoffinancialearlywarningmodelonevolutionarysupportvectormachinesbasedongeneticalgorithms AT qinzhao researchoffinancialearlywarningmodelonevolutionarysupportvectormachinesbasedongeneticalgorithms |