|Table of Contents|

Financial Crisis Early Warning Model for Universities Based on Support Vector Machine

《南京理工大学学报》(自然科学版)[ISSN:1005-9830/CN:32-1397/N]

Issue:
2012年03期
Page:
551-556
Research Field:
Publishing date:

Info

Title:
Financial Crisis Early Warning Model for Universities Based on Support Vector Machine
Author(s):
DENG MinHAN Yu-qi
School of Economics and Management,NUST,Nanjing 210094,China
Keywords:
universities financial crisis early warning support vector machines error back propagation neural network
PACS:
F224;G647.5
DOI:
-
Abstract:
In order to solve the problem of low prediction accuracy of the financial risk early warning(FREW)model for universities due to sample sparse,this paper presents a method based on support vector machine to construct a FREW model.Seven financial indexes from the 64 universities of China are selected.These index values divided into 3 categories—low,middle and heigh alarming are trained and tested.Compared with the error back propagation neural network model,the FREW model based on support vector machine is a more efficient way in the small sample data conditions.The results can provide an early warming monitor for the financial distress of universities.

References:

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Last Update: 2012-10-12