Research on Extreme Financial Risk Early Warning Based on ODR-ADASYN-SVM

this paper uses index of Shanghai and Shenzhen 300 as research object, it will combines with ODR, ADASYN and traditional SVM, it puts forward one kind of improved SVM model-ODR-ADASYN-SVM model to predict financial market extreme risk in China, and it also makes evaluation on precision, stability of risk early warning for this model, which has greatly enhanced unbalance sample learning ability of SVM and effectively overcome over-fitting of SMOTE, represents the superior extreme financial risk prediction ability, so it has certain practice and application value.