Analysis on project risk of real estate investment based on support vector machine

被引:0
作者
Liu Chunmiao [1 ]
Xu Donghao [1 ]
Sun Jinying [1 ]
机构
[1] Heilongjiang Inst Sci & Technol, Coll Elect & Informat Engn, Harbin, Peoples R China
来源
PROCEEDINGS OF 2006 INTERNATIONAL CONFERENCE ON CONSTRUCTION & REAL ESTATE MANAGEMENT, VOLS 1 AND 2: COLLABORATION AND DEVELOPMENT IN CONSTRUCTION AND REAL ESTATE | 2006年
关键词
support vector machine; machine learning; nonlinear; real estate investment; project risk;
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
Support vector machine (SVM) is a novel machine learning technique based on the statistic learning theory (SLT) and structure risk minimization (SRM) principle. This study researches on the application of SVM in real estate investment project risk forecasting and analysis. Through selecting castigatory parameter C and kernel function, the evaluated risk can be proved that it is consistent with the data tendency through simulation. Through the positive research the SVM algorithm can be shown very good forecasting ability in the risk predicting field.
引用
收藏
页码:953 / 956
页数:4
相关论文
共 11 条
  • [1] CAO ZQ, 2002, J TANGSHANPOLYTECHNI, V15, P57
  • [2] [陈晓慧 Chen Xiaohui], 2003, [武汉理工大学学报, Journal of wuhan university of technology], V25, P92
  • [3] Practical selection of SVM parameters and noise estimation for SVM regression
    Cherkassky, V
    Ma, YQ
    [J]. NEURAL NETWORKS, 2004, 17 (01) : 113 - 126
  • [4] DAIJIN K, 2003, PATTERN RECOGN, V36, P127
  • [5] DEVANEY M, 2002, Q REV EC FINANCE, V41, P85
  • [6] Hou H., 2004, COMPUTER ENG APPL, V31, P176
  • [7] JONSSON K, 2005, IMAGE VISION COMPUT, V20, P2513
  • [8] Support vector machines for identifying organisms - a comparison with strongly partitioned radial basis function networks
    Morris, CW
    Autret, A
    Boddy, L
    [J]. ECOLOGICAL MODELLING, 2001, 146 (1-3) : 57 - 67
  • [9] QIAO WF, 2004, J WUHAN UNIV TECHNOL, V26, P100
  • [10] Using batch algorithm for kernel blind source separation
    Sun, ZL
    Huang, DS
    Zheng, CH
    Shang, L
    [J]. NEUROCOMPUTING, 2005, 69 (1-3) : 273 - 278