A new financial risk management model

Authors:
Duan Yuezhong;Jin Yongsheng;Xie Xiguo;Cheng Che
Affiliations:
Economics and Management School of Beijing University of Posts and Telecommunications;Economics and Management School of Beijing University of Posts and Telecommunications;Economics and Management School of Beijing University of Posts and Telecommunications;China University of Petroleum, College of Economics and Management, Dongying, China
Venue:
IITA'09 Proceedings of the 3rd international conference on Intelligent information technology application
Year:
2009

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Asymmetric Bagging and Random Subspace for Support Vector Machines-Based Relevance Feedback in Image Retrieval

IEEE Transactions on Pattern Analysis and Machine Intelligence

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Abstract

To the problem of the financial risk management, the paper brings forward a new model based on main component analysis method and multi-classes support vector machines. In one hand, the main component analysis method was used to reduce the number of indexes and to improve the efficiency. In the other hand, the multi-classes support vector machines was used to classify the warning accurately. Because the new model can not only improve the efficiency but also improve the precision, it is proved that the new model is a more feasible method than any other methods before.