An Application of SVM on Stakeholders´ Influence of Capital Allocation in Commercial Banks

Author

Hu, Haiqing ; Zhang, Dan ; Huang, Duo

Author_Institution

Sch. of Bus. Adm., Xi ´´an Univ. of Technol., Xian

fYear

2008

fDate

23-25 May 2008

Firstpage

407

Lastpage

411

Abstract

In this paper, by using support vector machine (SVM) regression, the simulation model of the influences of stakeholders on capital management in commercial banks is established. The results are tested by utilizing the samples of Chinese joint-stock commercial banks during the period of 1999-2006 and compared with results of PLS regression and BP neural network. The result is gotten that the forecasting precision of SVM is superior to that of PLS regression and BP neural network when the parameters are selected appropriately. Also, it is found that the forecasting precision of various methods in coverage ratio of capital is better than in Meva due to the influence of listing during 1999-2005. The validity of the model is verified.

Keywords

bank data processing; regression analysis; support vector machines; BP neural network; Chinese joint stock commercial banks; PLS regression; SVM; capital allocation; support vector machine regression; Business; Information processing; Learning systems; Neural networks; Predictive models; Risk management; Statistics; Support vector machines; Technology management; Testing; Capital Allocation; Joint-stock banks; Stakeholders; Support Vector Machine;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Processing (ISIP), 2008 International Symposiums on

Conference_Location

Moscow

Print_ISBN

978-0-7695-3151-9

Type

conf

DOI

10.1109/ISIP.2008.20

Filename

4554122