The nature of statistical learning theory
The nature of statistical learning theory
An introduction to support Vector Machines: and other kernel-based learning methods
An introduction to support Vector Machines: and other kernel-based learning methods
Selecting Bankruptcy Predictors Using a Support Vector Machine Approach
IJCNN '00 Proceedings of the IEEE-INNS-ENNS International Joint Conference on Neural Networks (IJCNN'00)-Volume 6 - Volume 6
Credit rating analysis with support vector machines and neural networks: a market comparative study
Decision Support Systems - Special issue: Data mining for financial decision making
Financial market monitoring by case-based reasoning
Expert Systems with Applications: An International Journal
AI'06 Proceedings of the 19th Australian joint conference on Artificial Intelligence: advances in Artificial Intelligence
Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting
Expert Systems with Applications: An International Journal
Hi-index | 12.05 |
Oh, Kim, and Kim (2006a), Oh, Kim, Kim, and Lee (2006b) proposed a classification approach for building an early warning system (EWS) against potential financial crises. This EWS classification approach has been developed mainly for monitoring daily financial market against its abnormal movement and is based on the newly-developed crisis hypothesis that financial crisis is often self-fulfilling because of herding behavior of the investors. This article extends the EWS classification approach to the traditional-type crisis, i.e., the financial crisis is an outcome of the long-term deterioration of the economic fundamentals. It is shown that support vector machine (SVM) is an efficient classifier in such case.