| 基于支持向量机的财务预警模型与应用研究 |
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| 引用本文： | 惠守博,王文杰.基于支持向量机的财务预警模型与应用研究[J].计算机工程与设计,2006,27(7):1183-1186. |
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| 作者姓名： | 惠守博 王文杰 |
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| 作者单位： | 中国科学院,研究生院,北京,100049 |
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| 摘 要： | 提出了利用支持向量机建立财务预警系统、进行财务风险监控的方法,给出了财务评价指标体系及其量化方法,利用支持向量机的分类能力建立了财务预警的模型.最后利用上市公司的财务数据进行训练和评估,证明了基于支持向量机的财务预警模型的可行性和实用性,实验表明支持向量机在小样本情况下具有良好的非线性建模能力和泛化能力.
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| 关 键 词： | 财务预警 支持向量机 非线形建模 财务风险 决策支持 分类算法 |
| 文章编号： | 1000-7024（2006）07-1183-04 |
| 收稿时间： | 2005-09-05 |
| 修稿时间： | 2005-09-05 |
Research of financial early-warning model based on support vector machine |
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| HUI Shou-bo,WANG Wen-jie.Research of financial early-warning model based on support vector machine[J].Computer Engineering and Design,2006,27(7):1183-1186. |
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| Authors: | HUI Shou-bo WANG Wen-jie |
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| Affiliation: | Graduate University, Chinese Academy of Sciences, Beijing 100049, China |
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| Abstract: | A financial early-warning model based on support vector machine(SVM) is firstly presented.The financial evaluation index system and the quantitative method are given.The financial early-warning mode applying with SVM's ability of classification is obtained.A test is given to prove the feasibility and practicability of the presented mode.The test results show that the support vector machine is of good ability of nonlinear modeling and good generalization under small data set. |
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| Keywords: | financial early-warning support vector machine nonlinear modeling financial risk decision support system classification algorithm |
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