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Dynamic financial contagion prediction model based on fuzzy information granularity SVM
Liu L1; Shao YF(邵颖峰)2; Hui XF1
2013
会议名称14th IEEE International Symposium on Computational Intelligence and Informatics, CINTI 2013
会议日期November 19, 2013 - November 21, 2013
会议地点Budapest, Hungary
会议录名称CINTI 2013 - 14th IEEE International Symposium on Computational Intelligence and Informatics, Proceedings
页码545-550
DOI10.1109/CINTI.2013.6705257
摘要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.
关键词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号9781479901975
收录类别EI
语种英语
引用统计
文献类型会议论文
条目标识符http://dspace.imech.ac.cn/handle/311007/77992
专题流固耦合系统力学重点实验室
作者单位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
推荐引用方式
GB/T 7714
Liu L,Shao YF,Hui XF. Dynamic financial contagion prediction model based on fuzzy information granularity SVM[C],2013:545-550.
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