DocumentCode
2968056
Title
Early Warning of the Financial Risk Based on Combination Evaluation
Author
Shi, Jinfa ; Jiao, Hejun
Author_Institution
Zhengzhou Inst. of Aeronaut. Ind. Manage., Zhengzhou, China
fYear
2011
fDate
12-14 Aug. 2011
Firstpage
1
Lastpage
4
Abstract
A new model, called as PCA-LSSVM was investigated. The model is fit for company in the small sample space. It uses PCA to predigest the input vector and uses LSSVM to judge the statement of the company risk. With the model, one or more listed company could be selected in textile industry, and the defects in resolving early warning of the financial risk with traditional algorithm model could be omitted. The application case proved that the proposed method can improve the feasibility of the program in financial risk, and it is suitable for on-line financial risk control.
Keywords
financial management; least squares approximations; principal component analysis; risk analysis; support vector machines; textile industry; LSSVM; PCA; combination evaluation; early warning; financial risk; textile industry; Companies; Kernel; Principal component analysis; Security; Support vector machines; Textiles; Training;
fLanguage
English
Publisher
ieee
Conference_Titel
Management and Service Science (MASS), 2011 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-6579-8
Type
conf
DOI
10.1109/ICMSS.2011.5998438
Filename
5998438
Link To Document