Comparison of the Prediction Effect between the Logistic Regressive Model and SVM Model

摘要：

Financial crises forewarning has important practical significance both for the investors and for the lenders.This paper uses the financial forewarning models,including the Logistic Regressive model and SV.V1 model,to verify the feasibility of the shortterm forecast for the financial situation of enterprises.And the paper also gives comparisons between these two models.The results of the study suggest that these two models are both feasible,and the SVM model can achieve better forecasting effects than the Logistic Regressive model.

关键词： financial crisis forewarning Credit Risk Management Logistic Regressive Model,SVM (Supporting Vector Machine) Model prediction effect

作者: Li Sijia Tan Lan Zhuang Yu Yu Xiuliang

作者单位: Zhejiang University City College Hangzhou,P.R.China

会议类型: 国际会议

会议名称: 2010 2nd IEEE International Conference on Information and Financial Engineering(2010年第二届IEEE信息与金融工程国际会议 ICIFE 2010)

会议地点: 重庆

会议语种:英文

页码: 316-318

在线出版日期: 2010-09-17（万方平台首次上网日期，不代表论文的发表时间）