DocumentCode :
256733
Title :
Financial Early-Warning Model Based on Q-Gaussian Kernel Fisher Discrimination
Author :
Zheng Xu
Author_Institution :
Sch. of Electr. & Electron. Eng., East China Jiaotong Univ., Nanchang, China
Volume :
2
fYear :
2014
fDate :
26-27 Aug. 2014
Firstpage :
185
Lastpage :
188
Abstract :
Q-Gaussian function has the extensive scope of application compared with Gaussian function. It can become many different radial basis functions when we choice the different parameters. Q-Gaussian is chose as kernel to establish the financial early warning model of listing Corporation in this paper. Through the contrast of the Fisher model based on Gaussian kernel, polynomial kernel and the linear Fisher discrimination, it is proved that the Fisher model based on Q-Gaussian kernel has higher accuracy of prediction.
Keywords :
Gaussian processes; finance; Fisher model; Q-Gaussian function; Q-Gaussian kernel Fisher discrimination; financial early-warning model; linear Fisher discrimination; polynomial kernel; radial basis functions; Accuracy; Companies; Educational institutions; Kernel; Polynomials; Predictive models; Training; Financial Early-warning Model; Kernel Fisher Model; Q-Gaussian function;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Intelligent Human-Machine Systems and Cybernetics (IHMSC), 2014 Sixth International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4799-4956-4
Type :
conf
DOI :
10.1109/IHMSC.2014.147
Filename :
6911478
Link To Document :
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