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