摘要
应用上市公司财务比率数据,采用支持向量机模型(SVM)对上市公司财务危机进行预警,给出了财务预警指标及量化方法,分析了基于支持向量机模型的中长期预警能力。研究结果表明了支持向量机应用于财务预警的可行性和实用性,最后提出了以多模式分类标识财务预警警度的可能性。
On the basis of financial ratio of listed company,prewarning on the financial crisis of the listed company was carried out by using support vector machine(SVM) model.Its evaluation indexes and quantitative methods are provided,long-term prewarning capacity based SVM model was analyzed.The results show that SVM used in finance is feasible and practical.The possibility of identifying the prewarning level with multi-mode classification is presented.
出处
《长江大学学报(自科版)(上旬)》
CAS
2007年第3期85-87,共3页
JOURNAL OF YANGTZE UNIVERSITY (NATURAL SCIENCE EDITION) SCI & ENG