| Dynamic financial contagion prediction model based on fuzzy information granularity SVM | |
Liu L1; Shao YF(邵颖峰)2 ; Hui XF1
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| Source Publication | CINTI 2013 - 14th IEEE International Symposium on Computational Intelligence and Informatics, Proceedings |
| 2013 | |
| Pages | 545-550 |
| Conference Name | 14th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2013 |
| Conference Date | November 19, 2013 - November 21, 2013 |
| Conference Place | Budapest, Hungary |
| Abstract | Contagion time prediction is an important research topic in financial crises. This article put forward a prediction model of contagion time based on fuzzy information granularity SVM. It uses granularity fuzzy and SVM to estimate the bounds of stock index, and further forecast the similarity index. The predicted contagion time from the United States to the United Kingdom, Germany, Frence and China are tested, and compared with the real ones. The empirical analyses comfirm that the model is a feasible method to predict the financial contagion arrival time. © 2013 IEEE. |
| Keyword | Artificial intelligence Finance Information granules Support vector machines Arrival time Empirical analysis Financial contagions Financial crisis Fuzzy information nonlinear similarity Prediction model Similarity indices |
| ISBN | 9781479901975 |
| Indexed By | EI |
| Language | 英语 |
| Citation statistics | |
| Document Type | 会议论文 |
| Identifier | http://dspace.imech.ac.cn/handle/311007/77992 |
| Collection | 流固耦合系统力学重点实验室 |
| Affiliation | 1.School of Management, Harbin Institute of Technology, Harbin, China; 2.State Key Laboratory of Nonlinear Mechanics (LNM), Institute of Mechanics, Chinese Academy of Sciences, Beijing, China |
| Recommended Citation GB/T 7714 | Liu L,Shao YF,Hui XF. Dynamic financial contagion prediction model based on fuzzy information granularity SVM[C],2013:545-550. |
| Files in This Item: | Download All | |||||
| File Name/Size | DocType | Version | Access | License | ||
| EiCpA018.pdf（565KB） | 会议论文 | 开放获取 | CC BY-NC-SA | View Download | ||
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