research of financial early-warning model on evolutionary support vector machines based on genetic algorithms研究财务预警模型的基于遗传算法的进化支持向量机.pdf

Hindawi Publishing Corporation Discrete Dynamics in Nature and Society Volume 2009, Article ID 830572, 8 pages doi:10.1155/2009/830572 Research Article Research of Financial Early-Warning Model on Evolutionary Support Vector Machines Based on Genetic Algorithms Zuoquan Zhang,1 Fan Lang,1 and Qin Zhao2 1 School of Sciences, Beijing Jiaotong University, 100044 Beijing, China 2 School of Economics and Management, Beijing Jiaotong University, Beijing 100044, China Correspondence should be addressed to Zuoquan Zhang, zqzhang@ Received 7 September 2009; Accepted 12 October 2009 Recommended by Guang Zhang A support vector machine is a new learning machine; it is based on the statistics learning theory and attracts the attention of all researchers. Recently, the support vector machines SVMs have been applied to the problem of financial early-warning prediction Rose, 1999. The SVMs-based method has been compared with other statistical methods and has shown good results. But the parameters of the kernel function which influence the result and performance of support vector machines have not been decided. Based on genetic algorithms, this paper proposes a new scientific method to automatically select the parameters of SVMs for financial early-warning model. The results demonstrate that the method is a powerful and flexible way to solve financial early-warning problem. Copyright q 2009 Zuoquan Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction The development of the financial early-warning prediction model has long been regarded as an important and widely studied issue in the acade