Dynamic financial contagion prediction model based on fuzzy information granularity SVM

doi:10.1109/CINTI.2013.6705257

IMECH-IR > 流固耦合系统力学重点实验室

	Dynamic financial contagion prediction model based on fuzzy information granularity SVM
	Liu L 1; Shao YF(邵颖峰)2 ; Hui XF 1
	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
DOI	10.1109/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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