Usefulness of support vector machine to develop an early warning system for financial crisis

Author:

Ahn Jae Joon,Oh Kyong Joo,Kim Tae Yoon,Kim Dong Ha

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference21 articles.

1. Financial forecasting using support vector machines;Cao;Neural Computing and Applications,2001

2. An introduction to support vector machines and other kernel-based learning method;Cristianini,2000

3. Fan, A., & Palaniswami, M. (2000). Selecting bankruptcy predictors using a support vector machines approach. In Proceedings of the international joint conference on neural network (Vol. 6, pp. 354–359).

4. Goldstein, M. (1996). The seven deadly sins: Presumptive indicators of vulnerability to financial crises in emerging economies: Origin and policy options. Economic Papers, 46, Bank for International Settlements (BIS).

5. Geometric representation of high dimension, low sample size data;Hall;Journal of the Royal Statistical Society B,2005

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