DocumentCode :
3413011
Title :
Predicting Risk Parameters Using Intelligent Fuzzy/Logistic Regression
Author :
Wu, Shun-Jyh ; Lin, Shu-Ling ; Shu-Ling Lin ; Ma, Hsiu-lan
Author_Institution :
Dept. of Digital Literature & Arts, St. John´´s Univ., Taipei, Taiwan
Volume :
3
fYear :
2010
fDate :
23-24 Oct. 2010
Firstpage :
397
Lastpage :
401
Abstract :
A new hybrid approach based on fuzzy logics and logistic regression analysis is proposed to demonstrate whether supervision has early warning ability of financial crises for Taiwan´s banking industry. First, it extracts significant financial variables, macroeconomic variable and corporate governance variable affecting the occurrence of banking crises from past literature, and then creates financial crisis warning system with data of 5 years, 4 years, 3 years, and 2 years before the occurrence of banking crises and discussed key factors causing banking crises. Extracted key factors are further predicted by a fuzzy logics model. When the fuzzy forecasting model is developed to predict the key variables, satisfactory results are obtained. The current hybrid approach is proved to be robust and accurate.
Keywords :
banking; economic cycles; forecasting theory; fuzzy logic; logistics; macroeconomics; regression analysis; risk management; Taiwan´s banking industry; corporate governance variable; early warning ability; financial crises; financial variables; fuzzy forecasting model; fuzzy logics; intellegent fuzzy-logistic regression; macroeconomic variable; risk parameters; Alarm systems; Banking; Correlation; Fuzzy logic; Logistics; Predictive models; Time series analysis; Fuzzy Logics; banking crises; logistic regression; warning model;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Artificial Intelligence and Computational Intelligence (AICI), 2010 International Conference on
Conference_Location :
Sanya
Print_ISBN :
978-1-4244-8432-4
Type :
conf
DOI :
10.1109/AICI.2010.320
Filename :
5656386
Link To Document :
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