基于Stacking-Bagging-Vote多源信息融合模型的财务预警应用

集成重采样技术可以在一定程度上解决财务预警研究中样本的不平衡性难题,而不同的集成模型与不同的重采样集成技术有不同的适配性.研究发现,Up-Down集成采样与Tomek-Smote集成采样分别适配于Bagging-Vote集成模型和Stacking融合模型.基于此,构建了Stacking-Bagging-Vote(SBV...

Application of Stacking-Bagging-Vote multi-source information fusion model for financial early warning

Ensemble resampling technology can solve the problem of imbalanced samples in financial early warning research to some extent. Different ensemble models and different ensemble resampling technologies have different suitabilities. It is found in the study that Up-Down ensemble sampling and Tomek-Smote ensemble sampling were respectively suitable for Bagging-Vote ensemble model and Stacking fusion model. Based on the above， a Stacking-Bagging-Vote （SBV） multi-source information fusion model was built. Firstly， the Bagging-Vote model based on Up-Down ensemble sampling and the Stacking model based on Tomek-Smote sampling were fused. Then， the stock trading data were added and processed by Kalman filtering， so that the interactive fusion optimization of data level and model level was realized， and the SBV multi-source information fusion model was finally obtained. This fusion model not only has a great improvement in the prediction performance by taking into account prediction accuracy and prediction precision simultaneously， but also can select the corresponding SBV multi-source information fusion model to perform the financial early warning to meet the actual needs of different stakeholders by adjusting the parameters of the model.