• 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