Combination of biorthogonal wavelet hybrid kernel OCSVM with feature weighted approach based on EVA and GRA in financial distress prediction

DOI10.1155/2014/538594zbMath1407.91270OpenAlexW2050102265WikidataQ59068347 ScholiaQ59068347MaRDI QIDQ1718619

Chao Huang, Fei Gao, Hong-Yan Jiang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/538594

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

Related Items (1)

Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels

Cites Work

• Improving the estimators of the parameters of a probit regression model: a ridge regression approach
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• Business failure prediction using rough sets
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• Estimating the Support of a High-Dimensional Distribution

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