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Three-State Financial Distress Prediction Based on Support Vector Machine

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Advances in Neural Networks – ISNN 2009 (ISNN 2009)

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Abstract

This paper examines the three-state financial distress prediction using support vector machine (SVM) and compares the classification results with the one using multinominal logit analysis(MLA).The results show that SVM provides better three-state classification than MLA. The model using SVM has better generalization than the model using MLA.

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Yao, H. (2009). Three-State Financial Distress Prediction Based on Support Vector Machine. In: Yu, W., He, H., Zhang, N. (eds) Advances in Neural Networks – ISNN 2009. ISNN 2009. Lecture Notes in Computer Science, vol 5552. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01510-6_47

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  • DOI: https://doi.org/10.1007/978-3-642-01510-6_47

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-01509-0

  • Online ISBN: 978-3-642-01510-6

  • eBook Packages: Computer ScienceComputer Science (R0)

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