Dynamic financial contagion prediction model based on fuzzy information granularity SVM
文献类型：会议论文
| 作者 | Liu L1 ; Shao YF(邵颖峰)2; Hui XF1
|
| 出版日期 | 2013 |
| 会议日期 | November 19, 2013 - November 21, 2013 |
| 会议地点 | Budapest, Hungary |
| 关键词 | Artificial intelligence Finance Information granules Support vector machines Arrival time Empirical analysis Financial contagions Financial crisis Fuzzy information nonlinear similarity Prediction model Similarity indices |
| DOI | 10.1109/CINTI.2013.6705257 |
| 页码 | 545-550 |
| 英文摘要 | Contagion time prediction is an important research topic in financial crises. This article put forward a prediction model of contagion time based on fuzzy information granularity SVM. It uses granularity fuzzy and SVM to estimate the bounds of stock index, and further forecast the similarity index. The predicted contagion time from the United States to the United Kingdom, Germany, Frence and China are tested, and compared with the real ones. The empirical analyses comfirm that the model is a feasible method to predict the financial contagion arrival time. © 2013 IEEE. |
| 会议录 | CINTI 2013 - 14th IEEE International Symposium on Computational Intelligence and Informatics, Proceedings
 |
| 语种 | 英语 |
| ISBN号 | 9781479901975 |
| 源URL | [http://dspace.imech.ac.cn/handle/311007/77992]  |
| 专题 | 力学研究所_流固耦合系统力学重点实验室(2012-) |
| 作者单位 | 1.School of Management, Harbin Institute of Technology, Harbin, China; 2.State Key Laboratory of Nonlinear Mechanics (LNM), Institute of Mechanics, Chinese Academy of Sciences, Beijing, China |
| 推荐引用方式 GB/T 7714 | Liu L,Shao YF,Hui XF. Dynamic financial contagion prediction model based on fuzzy information granularity SVM[C]. 见:. Budapest, Hungary. November 19, 2013 - November 21, 2013. |
入库方式： OAI收割
来源：力学研究所
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