史金艳

个人信息Personal Information

教授

博士生导师

硕士生导师

性别:女

毕业院校:东北大学

学位:博士

所在单位:金融与会计研究所

学科:金融学

电子邮箱:shijinyan@dlut.edu.cn

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Early warning model of business group financial risks based on SVM

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论文类型:期刊论文

发表时间:2012-11-01

发表刊物:Journal of Information and Computational Science

收录刊物:EI、Scopus

卷号:9

期号:13

页面范围:3813-3820

ISSN号:15487741

摘要:As the main subject of social economy activities, business groups faced with uncertain management environment. How to deal with environment risk, especially the financial risk has became the key factor that influence the existence and development of business groups. However, there are few specialized risk prediction model applied on business groups. So in our paper, we chose SVM method to classify and predict business groups' financial data and select right sample as detailed analysis for financial indicators. We chose 10 special treatment business groups and 10 normal state business groups as training samples. Six basic financial indicators and two unique financial indicators of business group are chosen as the input vectors. We trained the data and resulted better performance. Finally we built business group financial risk prediction model based on training result and conclude that SVM method can improve forecast accuracy. 1548-7741/Copyright ? 2012 Binary Information Press.