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 :
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