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基于邻域粗糙集属性约简的对偶约束式LS-SVM财务困境预测模型研究
引用本文:赵冠华.基于邻域粗糙集属性约简的对偶约束式LS-SVM财务困境预测模型研究[J].运筹与管理,2011,20(3).
作者姓名:赵冠华
作者单位:山东财政学院会计学院,山东济南,250014
基金项目:国家自然科学基金,山东省科技攻关计划项目,山东省软科学研究计划项目
摘    要:为了提高财务困境预测的正确率,改善模型预测的效果,将邻域粗糙集和遗传算法应用于对偶约束式最小二乘支持向量机,提出了一种基于邻域粗糙集属性约简的对偶约束式最小二乘支持向量机预测模型.同时,给出了这一改进模型的实现步骤.实证结果表明,通过邻域粗糙集指标预处理和遗传算法参数优化后,不但提高了模型预测的正确率,还降低了模型运行的时间,证实了该模型应用于财务困境预测是有效的.

关 键 词:邻域粗糙集  对偶约束  最小二乘支持向量机  遗传算法  财务困境预测

Study on Financial Distress Prediction Model of Least Squares Support Vector Machine of Dual Constraint Type Based on Attribute Reduction of Neighborhood Rough Set
ZHAO Guan-hua.Study on Financial Distress Prediction Model of Least Squares Support Vector Machine of Dual Constraint Type Based on Attribute Reduction of Neighborhood Rough Set[J].Operations Research and Management Science,2011,20(3).
Authors:ZHAO Guan-hua
Institution:ZHAO Guan-hua(School of Accounting,Shandong University of Finance,Jinan 250014,China)
Abstract:In order to increase the accuracy of financial distress prediction and improve the prediction effect of model,this paper applies neighborhood rough set and genetic algorithm to least squares support vector machine of dual constraint type and advances a prediction model of least squares support vector machine of dual constraint type which is based on attribute reduction of neighborhood rough set.Besides,it presents the procedures of carrying out the improved model.The experimental results show that the model...
Keywords:neighborhood rough set  dual constraint  least squares support vector machine  genetic algorithm  financial distress prediction  
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