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| A novel model for pre-warning of enterprise financial crisis based on support vector machine |
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ZHANG Zai-xu1,SONG Jie-kun1,ZHANG Yu2
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(1. College o f Economic and Administratio?! in China University of Petroleum，Dongying 257061，Shandong Province, China ;2. Financial Assets Center of Dongxin Oil Production Plant of Shengli Oilfield，Dongying 257091，Shandong Province，China )
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| Abstract: |
| In order to solve the problem of small sample, high dimension, nonlinear and local minimizing of the traditional models perfectly, a novel model for pre-warning of enterprise financial crisis was established based on support vector machine. On the basis of the pre-warning index system, the actual results of enterprises' financial crisis were used as learning samples to train and test the learning machine through cross-validation and grid-search, and an optimal classifier could be obtained, which was the target model. An example testified the simplicity, efficiency and feasibility of the novel model, which supplies a new approach to dynamic pre-warning of enterprise financial crisis. |
| Key words: financial crisis pre-warning support vector machine cross-validation grid-search |
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