Dynamic financial contagion prediction model based on fuzzy information granularity SVM | |
Liu L1; Shao YF(邵颖峰)2; Hui XF1 | |
会议录名称 | CINTI 2013 - 14th IEEE International Symposium on Computational Intelligence and Informatics, Proceedings |
2013 | |
页码 | 545-550 |
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 |
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]CINTI 2013 - 14th IEEE International Symposium on Computational Intelligence and Informatics, Proceedings,2013:545-550. |
条目包含的文件 | ||||||
文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | ||
EiCpA018.pdf(565KB) | 会议论文 | 开放获取 | CC BY-NC-SA | 浏览 请求全文 |
个性服务 |
推荐该条目 |
保存到收藏夹 |
查看访问统计 |
导出为Endnote文件 |
Lanfanshu学术 |
Lanfanshu学术中相似的文章 |
[Liu L]的文章 |
[邵颖峰]的文章 |
[Hui XF]的文章 |
百度学术 |
百度学术中相似的文章 |
[Liu L]的文章 |
[邵颖峰]的文章 |
[Hui XF]的文章 |
必应学术 |
必应学术中相似的文章 |
[Liu L]的文章 |
[邵颖峰]的文章 |
[Hui XF]的文章 |
相关权益政策 |
暂无数据 |
收藏/分享 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论