DocumentCode :
2561301
Title :
Study on capital risk assessment model of Real Estate enterprises based on support vector machines and fuzzy integral
Author :
Chong, Wu ; Yingjian, Guo ; Dong, Wang
Author_Institution :
Sch. of Manage., Harbin Inst. of Technol., Harbin
fYear :
2008
fDate :
2-4 July 2008
Firstpage :
2317
Lastpage :
2320
Abstract :
As the main intermediary of financial transaction, the real estate enterprises are the weatherglass of statepsilas economic condition. Real estate enterprises also play an important role in reducing economical risk and the unstable factor, guarantying the national economy healthily. The real estate enterprises itself undertakes various types risk in the operation, including credit risk, fluid risk, capital risk and policy risk and so on. Capital risk holds the special important status in each kind of risk, which is the most primary factor that causes real estate enterprises bankrupt. Traditional capital risk evaluating methods always only estimate the risk factors which exist in corporate itself, while seldom consider the influence which the enterprisespsila deposit, loan structure and capital risk condition bring upon. These methods lead to the absence of the assessment subject and results in inevitable systematic error. In this essay, support vector machines (SVM) and fuzzy integral is introduced. The result of basing on voting ensemble SVM, single SVM, fuzzy nerve network and basing on fuzzy integral ensemble SVM are compared in the essay, support vector machines and fuzzy integral is better than three of others. We can conclude from figures and tables that the result of basing on fuzzy integral support vector machines is satisfaction.
Keywords :
economics; fuzzy set theory; risk management; support vector machines; capital risk assessment model; credit risk; economical risk; financial transaction; fluid risk; fuzzy integral; real estate enterprises; state economic condition; support vector machines; Banking; Electronic mail; Financial management; Government; Marketing and sales; Risk analysis; Risk management; Support vector machines; Technology management; Voting; Capital risk; Fuzzy integral; Fuzzy nerve network; Real Estate enterprises; SVM;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control and Decision Conference, 2008. CCDC 2008. Chinese
Conference_Location :
Yantai, Shandong
Print_ISBN :
978-1-4244-1733-9
Electronic_ISBN :
978-1-4244-1734-6
Type :
conf
DOI :
10.1109/CCDC.2008.4597737
Filename :
4597737
Link To Document :
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