• 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