• DocumentCode
    736774
  • Title

    A Strong Classifier Model for Listed Companies Financial Risk Warning

  • Author

    Jing, Sun ; Li, Xinyan ; Jie, Niu Jun

  • fYear
    2015
  • fDate
    13-14 June 2015
  • Firstpage
    59
  • Lastpage
    63
  • Abstract
    Existing measures and prediction effects for the listed companies financial risk have instability. By the research on strong classifier models, we adopt Adaboost algorithm which can improve any weak learner to strong one to solve the problems. It is integrated with support vector machine to establish the warning model and study the financial warning states of domestic listed companies. The scheme takes SVM based on linear kernel function as the component classifier of Adaboost and changes the kernel function of the component classifier during the learning process. So such integration can obviously improve the performance of classifier and obtain Ada Boost SVM classifier with stronger classification ability. The experiments demonstrate that, compared to single SVM, Ada Boost SVM makes an improvement for 70 test samples of 4% in classification, which shows better application value in the research of listed warning.
  • Keywords
    Accuracy; Companies; Data models; Kernel; Mathematical model; Support vector machines; Training; Adabooost SVM; T-test; classifier; listed companies;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Measuring Technology and Mechatronics Automation (ICMTMA), 2015 Seventh International Conference on
  • Conference_Location
    Nanchang, China
  • Print_ISBN
    978-1-4673-7142-1
  • Type

    conf

  • DOI
    10.1109/ICMTMA.2015.22
  • Filename
    7263514