The Empirical Research on Crisis Early Warning Model of Chinese Commercial Banks: Based on Support Vector Machine Perspective

摘要：

　　The article analyzes the induced mechanism of commercial bank crisis and establish the early warning index system from the internal cause of banking crisis and the aspects of external threats, constructing crisis early warning model of commercial banks based on support vector machine (SVM), and use the data of commercial banks of China in 2001-2011 as samples to carry on the empirical study, getting the results that the classification accuracy has been as high as 93.3333% and the genetic algorithm is more suitable for support vector machine (SVM) method than the grid optimization method.

关键词： commercial banks internal cause external threat the crisis early warning support vector machine (SVM)

作者: Feng Haotian Sun Xiufeng Li Fangyu

作者单位: School of Business Administration, Dalian University of Technology, Dalian, China, 116024

会议类型: 国际会议

会议名称: the 8th (2016)International Conference on Financial Risk and Corporate Finance Management(第八届(2016)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 353-359

在线出版日期: 2016-07-03（万方平台首次上网日期，不代表论文的发表时间）