A New Financial Risk Management Model

被引：0

作者：

Duan Yuezhong ^{[1
]}

Xie Xiguo ^{[1
]}

Jin Yongsheng ^{[1
]}

Cheng Che ^{[2
]}

机构：

[1] Beijing Univ Posts & Telecommun, Econ & Management Sch, Beijing, Peoples R China

[2] China Univ Petr HD, Coll Econ & Management, Dongying, Peoples R China

来源：

2009 THIRD INTERNATIONAL SYMPOSIUM ON INTELLIGENT INFORMATION TECHNOLOGY APPLICATION, VOL 3, PROCEEDINGS | 2009年

关键词：

financial risk management; main component analysis method; multi-classes SVM; MACHINES;

D O I：

10.1109/IITA.2009.140

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

To the problem of the financial risk management, the paper brings forward a new model based on main component analysis method and multi-classes support vector machines. In one hand, the main component analysis method was used to reduce the number of indexes and to improve the efficiency. In the other hand, the multi-classes support vector machines was used to classify the warning accurately. Because the new model can not only improve the efficiency but also improve the precision, it is proved that the new model is a more feasible method than any other methods before.

引用

页码：194 / +

页数：2

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