Title :
Early Warning of the Financial Risk Based on Combination Evaluation
Author :
Shi, Jinfa ; Jiao, Hejun
Author_Institution :
Zhengzhou Inst. of Aeronaut. Ind. Manage., Zhengzhou, China
Abstract :
A new model, called as PCA-LSSVM was investigated. The model is fit for company in the small sample space. It uses PCA to predigest the input vector and uses LSSVM to judge the statement of the company risk. With the model, one or more listed company could be selected in textile industry, and the defects in resolving early warning of the financial risk with traditional algorithm model could be omitted. The application case proved that the proposed method can improve the feasibility of the program in financial risk, and it is suitable for on-line financial risk control.
Keywords :
financial management; least squares approximations; principal component analysis; risk analysis; support vector machines; textile industry; LSSVM; PCA; combination evaluation; early warning; financial risk; textile industry; Companies; Kernel; Principal component analysis; Security; Support vector machines; Textiles; Training;
Conference_Titel :
Management and Service Science (MASS), 2011 International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-6579-8
DOI :
10.1109/ICMSS.2011.5998438
