基于模糊积分与支持向量机的房地产企业资本风险评估模型.pdfVIP

Study on Capital Risk Assessment Model of Real Estate Enterprises Based on Support Vector Machines and Fuzzy Integral Wu Chong ，Wang Dong School of Management，Harbin Institute of Technology ，Harbin （150001） E-mail ：wuchong@hit.edu.cn Abstract As the main intermediary of financial transaction, the Real Estate enterprises are the weatherglass of state’s economic condition. Real Estate enterprises also play an important role in reducing economical risk and the unstable factor, guarantying the national economy healthily. The Real Estate enterprises itself undertakes various types risk in the operation, including credit risk, fluid risk, capital risk and policy risk and so on. Capital risk holds the special important status in each kind of risk, which is the most primary factor that causes Real Estate enterprises bankrupt. Traditional capital risk evaluating methods always only estimate the risk factors which exist in corporate itself, while seldom consider the influence which the enterprises’ deposit, loan structure and capital risk condition bring upon. These methods lead to the absence of the assessment subject and results in inevitable systematic error. In this essay, support vector machines (SVM) and fuzzy integral is introduced. The result of basing on voting ensemble SVM, single SVM, fuzzy nerve network and basing on fuzzy integral ensemble SVM are compared in the essay. support vector machines and fuzzy integral is better than three of others. We can conclude from figures and tables that the result of basing on fuzzy integral support vector machines is satisfaction Keyword ：Real Estate enterprises，Capital Risk，SVM，Fuzzy