Research of Financial Early-warning Model for the Listed Electric Power Companies on Evolutionary Support Vector Machines Based on Genetic Algorithms

2015 ◽  
Vol 12 (2) ◽  
pp. 601-609
Author(s):  
Wei Sun
2009 ◽  
Vol 2009 ◽  
pp. 1-8
Author(s):  
Zuoquan Zhang ◽  
Fan Lang ◽  
Qin Zhao

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.


Author(s):  
J. Sepulveda-Sanchis ◽  
G. Camps-Valls ◽  
E. Soria-Olivas ◽  
S. Salcedo-Sanz ◽  
C. Bousono-Calzon ◽  
...  

2010 ◽  
Vol 9 (4) ◽  
pp. 652-658 ◽  
Author(s):  
Chien-Che Huang ◽  
Ruey-Gwo Chung ◽  
Rong-Chang Chen ◽  
Tung-Shou Chen ◽  
Tzu-Ning Le ◽  
...  

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