支持向量机在财务危机预警中的应用评析

A Review of the Application of SVM in Financial Crisis Prediction

信息技术的迅速发展和世界经济全球化使很多企业面临各种各样的经营困难,最终体现为财务危机。提前对其进行预警以协助企业有效地规避财务危机是十分重要的。随着研究的深入,各种财务危机预警方法逐渐成熟。本文从样本选择、模型建立和预测性能3方面对支持向量机(SVM)在财务危机预警领域的应用进行了评析,认为SVM方法具有强大的分类功能和优良的学习性能,在财务危机预警领域有着广阔的应用前景。

The rapid development of information technology and the economic globalization make many companies face with financial crisis in management at last. It is important to make an advance warning of financial crisis and help companies avoid it effectively. With the exploiting of the research of financial crisis prediction, many methods gradually become mature. This paper reviews the application of SVM in financial crisis prediction from three aspects： sample selection, models and prediction performance. Due to the excellent classification and learning ability, SVM has a bright future in financial crisis prediction.