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A kernel fuzzy twin SVM model for early warning systems of extreme financial risks
8 references·3 citing·48 second hop
A kernel fuzzy twin SVM model for early warning systems of extreme financial risks (2020)A kernel fuzzy twin SVM model for early w…The early warnings of banking crises: Interaction of broad liquidity and demand deposits (2015)The early warnings of banking…Selection of Support Vector Machines based classifiers for credit risk domain (2014)Selection of Support Vector M…Performance of corporate bankruptcy prediction models on imbalanced dataset: The effect of sampling methods (2013)Performance of corporate bank…Early warning systems for currency crises: A multivariate extreme value approach (2013)Early warning systems for cur…The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis (2011)The integration of the credit…Usefulness of support vector machine to develop an early warning system for financial crisis (2010)Usefulness of support vector …Forecasting financial condition of Chinese listed companies based on support vector machine (2007)Forecasting financial conditi…Usefulness of artificial neural networks for early warning system of economic crisis (2004)Usefulness of artificial neur…Financial Risk Early Warning Model for Listed Companies Using BP Neural Network and Rough Set Theory (2024)Financial Risk Early Warning …Design and Implementation of China Financial Risk Monitoring and Early Warning System Based on Deep Learning (2023)Design and Implementation of …A Deep Learning Model for ERP Enterprise Financial Management System (2022)A Deep Learning Model for ERP…Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Using support vector machine with a hybrid feature selection method to the stock trend prediction (2009)Decision-making for financial trading: A fusion approach of machine learning and portfolio selection (2018)A New Perspective of Performance Comparison among Machine Learning Algorithms for Financial Distress Prediction (2019)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)Sovereign Credit Default Swap Premia (2012)Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries (2018)The term structure of CDS spreads and sovereign credit risk (2018)Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Bankruptcy visualization and prediction using neural networks: A study of U.S. commercial banks (2014)Classifiers consensus system approach for credit scoring (2016)An investigation of bankruptcy prediction in imbalanced datasets (2018)Currency crashes in emerging markets: An empirical treatment (1996)Leading Indicators of Currency Crises (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Portfolio algorithm based on portfolio beta using genetic algorithm (2005)A multiscale neural network learning paradigm for financial crisis forecasting (2009)Application of support vector machines in financial time series forecasting (2001)Using ridge regression with genetic algorithm to enhance real estate appraisal forecasting (2012)Systemic banking crisis early warning systems using dynamic Bayesian networks (2016)Predicting stock market using machine learning: best and accurate way to know future stock prices (2023)Modelling of extremal events in insurance and finance (1994)Extreme Correlation of International Equity Markets (2001)Forecasting banking crises with dynamic panel probit models (2018)Choice with Limited Capacity (2019)Currency Crises Prediction Using Deep Neural Decision Trees (2019)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal (2015)A dynamic credit risk assessment model with data mining techniques: evidence from Iranian banks (2019)Deep neural networks with L1 and L2 regularization for high dimensional corporate credit risk prediction (2022)I Just Ran Two Million Regressions (1997)The Determinants of Banking Crises in Developing and Developed Countries (1998)Nonlinear manifold learning for early warnings in financial markets (2016)Corporate Governance and Financial Distress in the Banking Industry: Nigerian Experience (2018)Identifying indicators of systemic risk (2021)How Media Coverage of Corporate Social Irresponsibility Increases Financial Risk (2017)Novel hybrid model based on echo state neural network applied to the prediction of stock price return volatility (2021)Research on financial early warning of mining listed companies based on BP neural network model (2021)How does the financial technology innovation regulatory pilot influence financial regulation? (2024)Enterprise financial risk prediction and intelligent early warning model based on deep learning (2025)Are MCDA Methods Benchmarkable? A Comparative Study of TOPSIS, VIKOR, COPRAS, and PROMETHEE II Methods (2020)Short-term stock market price trend prediction using a comprehensive deep learning system (2020)Risk prediction in financial management of listed companies based on optimized BP neural network under digital economy (2022)Integration of CNN Models and Machine Learning Methods in Credit Score Classification: 2D Image Transformation and Feature Extraction (2025)
this work references cited by second hop

References

  • 2007Forecasting financial condition of Chinese listed companies based on support vector machine246 cited
  • 2013Performance of corporate bankruptcy prediction models on imbalanced dataset: The effect of sampling methods215 cited
  • 2014Selection of Support Vector Machines based classifiers for credit risk domain142 cited
  • 2011The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis106 cited
  • 2004Usefulness of artificial neural networks for early warning system of economic crisis90 cited
  • 2013Early warning systems for currency crises: A multivariate extreme value approach55 cited
  • 2010Usefulness of support vector machine to develop an early warning system for financial crisis51 cited
  • 2015The early warnings of banking crises: Interaction of broad liquidity and demand deposits49 cited

Cited by

  • 2024Financial Risk Early Warning Model for Listed Companies Using BP Neural Network and Rough Set Theory30 cited
  • 2023Design and Implementation of China Financial Risk Monitoring and Early Warning System Based on Deep Learning25 cited
  • 2022A Deep Learning Model for ERP Enterprise Financial Management System21 cited

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