Feature selection for support vector machine in financial crisis prediction: A case study in China

Expert Systems

Volumn 27, Issue 4, 2010, Pages 299-310

  Song, Xinping ^a,b   Ding, Yongsheng ^b   Huang, Jingwen ^c   Ge, Yan ^d  

^a JIANGSU UNIVERSITY   (China)

^b DONGHUA UNIVERSITY   (China)

^c GUANGXI UNIVERSITY   (China)

^d SHANGHAI MARITIME UNIVERSITY   (China)

Author keywords

feature selection; filter approach; financial crisis forecasting; genetic algorithm; support vector machine; wrapper approach

Indexed keywords

CHINESE COMPANIES; FEATURE SELECTION; FILTER APPROACH; FINANCIAL CRISIS; MULTIPLE DISCRIMINANT ANALYSIS; T-TESTS; WILCOXON TEST; WRAPPER APPROACH;

COMPETITION; DISCRIMINANT ANALYSIS; FINANCE; FORECASTING; GENETIC ALGORITHMS; NORMAL DISTRIBUTION; REGRESSION ANALYSIS; SUPPORT VECTOR MACHINES; VECTORS;

FEATURE EXTRACTION;

EID: 77956580024     PISSN: 02664720     EISSN: 14680394     Source Type: Journal    
DOI: 10.1111/j.1468-0394.2010.00546.x     Document Type: Article

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