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A New Hybrid Algorithm for Bankruptcy Prediction Using Switching Particle Swarm Optimization and Support Vector Machines
Joint Authors
Liu, Xiaohui
Lu, Yang
Zeng, Nianyin
Yi, Shujuan
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-10-01
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
Bankruptcy prediction has been extensively investigated by data mining techniques since it is a critical issue in theaccounting and finance field.
In this paper, a new hybrid algorithm combining switching particle swarm optimization(SPSO) and support vector machine (SVM) is proposed to solve the bankruptcy prediction problem.
In particular, arecently developed SPSO algorithm is exploited to search the optimal parameter values of radial basis function (RBF)kernel of the SVM.
The new algorithm can largely improve the explanatory power and the stability of the SVM.
The proposed algorithm is successfully applied in the bankruptcy prediction problem, where experiment data sets areoriginally from the UCI Machine Learning Repository.
The simulation results show the superiority of proposed algorithmover the traditional SVM-based methods combined with genetic algorithm (GA) or the particle swarm optimization(PSO) algorithm alone.
American Psychological Association (APA)
Lu, Yang& Zeng, Nianyin& Liu, Xiaohui& Yi, Shujuan. 2015. A New Hybrid Algorithm for Bankruptcy Prediction Using Switching Particle Swarm Optimization and Support Vector Machines. Discrete Dynamics in Nature and Society،Vol. 2015, no. 2015, pp.1-7.
https://search.emarefa.net/detail/BIM-1060452
Modern Language Association (MLA)
Lu, Yang…[et al.]. A New Hybrid Algorithm for Bankruptcy Prediction Using Switching Particle Swarm Optimization and Support Vector Machines. Discrete Dynamics in Nature and Society No. 2015 (2015), pp.1-7.
https://search.emarefa.net/detail/BIM-1060452
American Medical Association (AMA)
Lu, Yang& Zeng, Nianyin& Liu, Xiaohui& Yi, Shujuan. A New Hybrid Algorithm for Bankruptcy Prediction Using Switching Particle Swarm Optimization and Support Vector Machines. Discrete Dynamics in Nature and Society. 2015. Vol. 2015, no. 2015, pp.1-7.
https://search.emarefa.net/detail/BIM-1060452
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1060452