Usefulness of support vector machine to develop an early warning system for financial crisis

Expert Systems with Applications

Volumn 38, Issue 4, 2011, Pages 2966-2973

  Ahn, Jae Joon ^a   Oh, Kyong Joo ^a   Kim, Tae Yoon ^b   Kim, Dong Ha ^a  

^a Yonsei University   (South Korea)

^b Keimyung University   (South Korea)

Author keywords

EWS classification; Support vector machine; Traditional financial crisis

Indexed keywords

ABNORMAL MOVEMENT; CLASSIFICATION APPROACH; EARLY WARNING SYSTEM; EARLY WARNING SYSTEMS; ECONOMIC FUNDAMENTALS; EWS CLASSIFICATION; FINANCIAL CRISIS; FINANCIAL MARKET;

SUPPORT VECTOR MACHINES; VECTORS;

FINANCE;

EID: 78650692187     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.08.085     Document Type: Article

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