IEEE - Institute of Electrical and Electronics Engineers, Inc. - Financial crisis prediction based on distance to default and feature weighted support vector machine

2015 11th International Conference on Natural Computation (ICNC)

Author(s): Wei-hao Hu ; Fei Gao ; Chao Huang
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 August 2015
Conference Location: Zhangjiajie, China
Conference Date: 15 August 2015
Page(s): 58 - 63
ISBN (CD): 978-1-4673-7678-5
ISBN (Electronic): 978-1-4673-7679-2
ISSN (Electronic): 2157-9563
DOI: 10.1109/ICNC.2015.7377966
Regular:

In order to keep the market run regularly, the prediction of financial crisis becomes necessary and urgent. A new risk rating method based on distance to default (DD) and order statistics (OS) is... View More

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