Corporate Financial Warning Model Based on PSO and SVM

PSO is an overall stochastic optimization algorithm based on the selection of the feature set and optimization of kernel function parameters, which has great impact on the forecasting performance of support vector machines (SVM) model. This paper presents the combining model (PSO-SVM) of the particl...

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Bibliographic Details
Published in2010 2nd International Conference on Information Engineering and Computer Science pp. 1 - 5
Main Author Wang Xinli
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.12.2010
Subjects
Companies
Forecasting
Indexes
Kernel
Optimization
Predictive models
Support vector machines
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Summary:PSO is an overall stochastic optimization algorithm based on the selection of the feature set and optimization of kernel function parameters, which has great impact on the forecasting performance of support vector machines (SVM) model. This paper presents the combining model (PSO-SVM) of the particle swarm optimization and support vector machine. This model uses the PSO to conduct the optimization on the feature set and kernel function parameters at the same time, in order to improve the prediction result of SVM model, and this model is put into practice of the research on corporate financial warning and finally enhances the forecasting result.
ISBN:1424479398
9781424479399
ISSN:2156-7379
DOI:10.1109/ICIECS.2010.5677775