DocumentCode
1887790
Title
Corporate Financial Warning Model Based on PSO and SVM
Author
Wang Xinli
Author_Institution
Sch. of Econ. & Manage., North China Electr. Power Univ., Baoding, China
fYear
2010
fDate
25-26 Dec. 2010
Firstpage
1
Lastpage
5
Abstract
PSO is an overall stochastic optimization algorithm based on the selection of the feature set and optimization of kernel function parameters, which has great impact on the forecasting performance of support vector machines (SVM) model. This paper presents the combining model (PSO-SVM) of the particle swarm optimization and support vector machine. This model uses the PSO to conduct the optimization on the feature set and kernel function parameters at the same time, in order to improve the prediction result of SVM model, and this model is put into practice of the research on corporate financial warning and finally enhances the forecasting result.
Keywords
finance; particle swarm optimisation; stochastic programming; support vector machines; SVM; corporate financial warning model; feature set; kernel function parameters; particle swarm optimization; stochastic optimization algorithm; support vector machines model; Companies; Forecasting; Indexes; Kernel; Optimization; Predictive models; Support vector machines;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Engineering and Computer Science (ICIECS), 2010 2nd International Conference on
Conference_Location
Wuhan
ISSN
2156-7379
Print_ISBN
978-1-4244-7939-9
Electronic_ISBN
2156-7379
Type
conf
DOI
10.1109/ICIECS.2010.5677775
Filename
5677775
Link To Document