Research of financial early-warning model on evolutionary support vector machines based on genetic algorithms

DOI10.1155/2009/830572zbMath1189.68105OpenAlexW1986801232WikidataQ58647569 ScholiaQ58647569MaRDI QIDQ965743

Qin Zhao, Fan Lang, Zuoquan Zhang

Publication date: 26 April 2010

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227799

zbMATH Keywords

machine learningstatistics learning

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach
• Modeling power forward prices for power with spikes: a non-Markovian approach
• The statistical properties of the interfaces for the lattice Widom--Rowlinson model
• Universal contingent claims in a general market environment and multiplicative measures: examples and applications
• SUPERCRITICAL ISING MODEL ON THE LATTICE FRACTAL — THE SIERPINSKI CARPET
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