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
Link To Document