Corporate financial crisis prediction using SVM models with direct search for features selection and parameters optimization

Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012

Volumn , Issue , 2012, Pages 760-764

  Zhou, Ligang ^a   Lai, Kin Keung ^b  

^a MACAU UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Macao)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Direct search; Features ranking; Support vector machines

Indexed keywords

DATA SETS; DIRECT SEARCH; FEATURES RANKING; FEATURES SELECTION; FINANCIAL CRISIS; FINANCIAL INSTITUTION; PARAMETERS OPTIMIZATION; PREDICTION MODEL; SVM MODEL; TRAINING SAMPLE;

FINANCE; FORECASTING; OPTIMIZATION; SUPPORT VECTOR MACHINES;

FEATURE EXTRACTION;

EID: 84867912479     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CSO.2012.172     Document Type: Conference Paper

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