Combination of Biorthogonal Wavelet Hybrid Kernel OCSVM with Feature Weighted Approach Based on EVA and GRA in Financial Distress Prediction
Joint Authors
Huang, Chao
Gao, Fei
Jiang, Hongyan
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-09-28
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
Financial distress prediction plays an important role in the survival of companies.
In this paper, a novel biorthogonal wavelet hybrid kernel function is constructed by combining linear kernel function with biorthogonal wavelet kernel function.
Besides, a new feature weighted approach is presented based on economic value added (EVA) and grey relational analysis (GRA).
Considering the imbalance between financially distressed companies and normal ones, the feature weighted one-class support vector machine based on biorthogonal wavelet hybrid kernel (BWH-FWOCSVM) is further put forward for financial distress prediction.
The empirical study with real data from the listed companies on Growth Enterprise Market (GEM) in China shows that the proposed approach has good performance.
American Psychological Association (APA)
Huang, Chao& Gao, Fei& Jiang, Hongyan. 2014. Combination of Biorthogonal Wavelet Hybrid Kernel OCSVM with Feature Weighted Approach Based on EVA and GRA in Financial Distress Prediction. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1044360
Modern Language Association (MLA)
Huang, Chao…[et al.]. Combination of Biorthogonal Wavelet Hybrid Kernel OCSVM with Feature Weighted Approach Based on EVA and GRA in Financial Distress Prediction. Mathematical Problems in Engineering No. 2014 (2014), pp.1-12.
https://search.emarefa.net/detail/BIM-1044360
American Medical Association (AMA)
Huang, Chao& Gao, Fei& Jiang, Hongyan. Combination of Biorthogonal Wavelet Hybrid Kernel OCSVM with Feature Weighted Approach Based on EVA and GRA in Financial Distress Prediction. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-12.
https://search.emarefa.net/detail/BIM-1044360
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1044360