TY - GEN
T1 - Predicting corporate financial distress based on fuzzy support vector machine
AU - Tai, Lei
AU - Yang, Haijun
PY - 2008
Y1 - 2008
N2 - In this paper, the fuzzy support vector machine (FSVM) was used to predict the corporate financial distress. First of all, a proper membership model was also proposed to fuzzy all the training data of positive/negative class. Secondly, the outliers were detected by the proposed outlier detection method (ODM). The ODM was a hybrid method based on the fuzzy c-means (FCM) algorithm cascaded with an unsupervised neural network, called self-organizing map (SOM). Finally, FSVM was applied to demonstration research of corporate financial distress prediction, and experimental results indicated that the proposed FSVM actually reduced the effect of outliers and yield higher classification rate than SVM did.
AB - In this paper, the fuzzy support vector machine (FSVM) was used to predict the corporate financial distress. First of all, a proper membership model was also proposed to fuzzy all the training data of positive/negative class. Secondly, the outliers were detected by the proposed outlier detection method (ODM). The ODM was a hybrid method based on the fuzzy c-means (FCM) algorithm cascaded with an unsupervised neural network, called self-organizing map (SOM). Finally, FSVM was applied to demonstration research of corporate financial distress prediction, and experimental results indicated that the proposed FSVM actually reduced the effect of outliers and yield higher classification rate than SVM did.
KW - Corporate financial distress
KW - Fuzzy Support Vector Machines (FSVM)
KW - Fuzzy c-means (FCM)
KW - Prediction
UR - https://www.scopus.com/pages/publications/58049091662
U2 - 10.1109/WiCom.2008.2289
DO - 10.1109/WiCom.2008.2289
M3 - 会议稿件
AN - SCOPUS:58049091662
SN - 9781424421084
T3 - 2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008
BT - 2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008
T2 - 2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008
Y2 - 12 October 2008 through 14 October 2008
ER -