Financial Risk Prediction Model of Listed Companies Based on Particle Swarm Optimization Classifier

被引:1
作者
Hui, Xiong [1 ]
机构
[1] Dongying Vocat Inst, Sch Accounting, Dongying 257091, Peoples R China
来源
2021 13TH INTERNATIONAL CONFERENCE ON MEASURING TECHNOLOGY AND MECHATRONICS AUTOMATION (ICMTMA 2021) | 2021年
关键词
risk prediction; early warning; PSO; SVM; listed companies;
D O I
10.1109/ICMTMA52658.2021.00113
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
When the sample data is unbalanced, the prediction of traditional risk analysis model has tendentious defects, so this paper analyzes the financial crisis influencing factors, and initially establishes the financial early warning index system of China's manufacturing listed companies. Then, particle swarm optimization algorithm is used to improve the parameters of support vector machine to select the optimal index set for financial crisis warning. We also combine the theory and algorithm to perform empirical research and to determine the financial early warning indicators of Listed Companies in China, and use the parameters optimized by SVM and PSO to establish an effective warning model. Compare to the prediction results with the test sample data, the rationality of PSO-SVM model is proved.
引用
收藏
页码:492 / 495
页数:4
相关论文
共 50 条
  • [21] Particle Swarm Optimization based Classification Algorithm for Expert Prediction Systems
    Punitha, S.
    Jeyakarthic, M.
    PROCEEDINGS OF THE 5TH INTERNATIONAL CONFERENCE ON INVENTIVE COMPUTATION TECHNOLOGIES (ICICT-2020), 2020, : 671 - 675
  • [22] Rockburst Prediction Based on Particle Swarm Optimization and Machine Learning Algorithm
    Liu, Yaoru
    Hu, Shaokang
    INFORMATION TECHNOLOGY IN GEO-ENGINEERING, 2020, : 292 - 303
  • [23] Multiple Criteria Quadratic Programming for Financial Distress Prediction of the Listed Manufacturing Companies
    Wang, Ying
    Zhang, Peng
    Nie, Guangli
    Shi, Yong
    COMPUTATIONAL SCIENCE - ICCS 2009, 2009, 5545 : 616 - 624
  • [24] Deep learning-based financial risk early warning model for listed companies: A multi-dimensional analysis approach
    Chen, Pengyu
    Ji, Mingjun
    EXPERT SYSTEMS WITH APPLICATIONS, 2025, 283
  • [25] Financial Risk Early Warning Model of Listed Companies Under Rough Set Theory Using BPNN
    Li, Chengai
    Jin, Keyan
    Zhong, Ziqi
    Zhou, Ping
    Tang, Kunzhi
    JOURNAL OF GLOBAL INFORMATION MANAGEMENT, 2022, 30 (07)
  • [26] Credit Risk Measurement of Listed Companies in IT Industry: a Study Based on KMV Model
    Zhang, He
    2017 4TH INTERNATIONAL CONFERENCE ON MANAGEMENT INNOVATION AND BUSINESS INNOVATION (ICMIBI 2017, 2017, 81 : 237 - 243
  • [27] A Research on the Predictability of Credit Risk of the Chinese Listed Companies Based on the KMV Model
    Wen Liang
    PROCEEDINGS OF THE 2ND (2010) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2010, : 72 - 75
  • [28] Financial Crisis Early Warning Model of Listed Companies Based on Fisher Linear Discriminant Analysis
    Li, Jie
    Alalkawi, Talal
    APPLIED MATHEMATICS AND NONLINEAR SCIENCES, 2023, 8 (01) : 483 - 490
  • [29] A novel prediction model based on particle swarm optimization and adaptive neuro-fuzzy inference system
    Liu, Xiaoyong
    Zhou, Zhili
    JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2017, 33 (05) : 3137 - 3143
  • [30] Study on Constructing the Financial Crisis Early Warning Model of Listed Companies
    Chen Yan
    PROCEEDINGS OF 2009 INTERNATIONAL CONFERENCE ON GROWTH OF FIRM AND MANAGEMENT INNOVATION, 2009, : 125 - 130