• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

张杰 (张杰.) | 王凡 (王凡.)

Indexed by:

CQVIP PKU CSSCI

Abstract:

利用支持向量机(SVM)-Longistic回归的混合两阶段模型来对上市公司信用风险进行评价.通过Logistic回归分析来对SVM的输出结果进行修正,降低了传统SVM方法的经验风险,提高了分类准确率.对SVM-Logistic回归模型、SVM和神经网络-Logistic回归模型进行实证比较,结果表明,支持向量机-Logistic回归模型的总判别准确率高于其他判别模型.

Keyword:

Logistic回归 信用风险评价 SVM

Author Community:

  • [ 1 ] [张杰]北京工业大学
  • [ 2 ] [张杰]北京工业大学
  • [ 3 ] [王凡]北京工业大学
  • [ 4 ] [王凡]北京工业大学

Reprint Author's Address:

Email:

Show more details

Related Keywords:

Source :

商业研究

ISSN: 1001-148X

Year: 2008

Issue: 4

Page: 106-108

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count: 20

Chinese Cited Count:

30 Days PV: 9

Affiliated Colleges:

Online/Total:652/10516620
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.