Fuzzy Support Vector Machine Using Particle Swarm Optimization for High-Tech Enterprises Financing Risk Assessment

Aiming at the uncertainty of external financing environment and the fuzzy of financing risk for high-tech enterprises, fuzzy support vector machine using particle swarm optimization (PSO-FSVM) for high-tech enterprises financing risk assessment is proposed. This optimization mechanism combined the discrete PSO with the continuous-valued PSO to simultaneously optimize the input feature subset selection and the FSVM kernel parameter setting. The kernel parameters and penalty factor of fuzzy support vector machine are optimized by the particle swarm optimization. The kernel parameters and penalty factor are obtained. The high-tech enterprises financing risk dataset, which includes 395 companies' financing records and is collected by China Construction Bank, is selected to demonstrate the effectiveness and feasibility of proposed method. Experimental results reveal that PSO-FSVM can be used as an alternative method for logistics enterprise financing risk assessment.

[1]  Pei-Yi Hao,et al.  Fuzzy one-class support vector machines , 2008, Fuzzy Sets Syst..

[2]  M. A. El-Shorbagy,et al.  Local search based hybrid particle swarm optimization algorithm for multiobjective optimization , 2012, Swarm Evol. Comput..

[3]  Stefan Hirth,et al.  Financing constraints, cash-flow risk, and corporate investment , 2011 .

[4]  Pankaj Gupta,et al.  Asset portfolio optimization using support vector machines and real-coded genetic algorithm , 2011, Journal of Global Optimization.

[5]  Johan A. K. Suykens,et al.  Faculteit Economie En Bedrijfskunde Hoveniersberg 24 B-9000 Gent Bayesian Kernel-based Classification for Financial Distress Detection Dirk Van Den Poel 4 Bayesian Kernel Based Classification for Financial Distress Detection , 2022 .

[6]  Chia-Feng Juang,et al.  An incremental support vector machine-trained TS-type fuzzy system for online classification problems , 2011, Fuzzy Sets Syst..

[7]  Yongsheng Ding,et al.  Forecasting financial condition of Chinese listed companies based on support vector machine , 2008, Expert Syst. Appl..

[8]  Liang-Yuh Ouyang,et al.  A particle swarm optimization for solving joint pricing and lot-sizing problem with fluctuating demand and trade credit financing , 2011, Comput. Ind. Eng..

[9]  Yi Wang,et al.  Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem , 2011, Expert Syst. Appl..

[10]  Arindam Chaudhuri,et al.  Fuzzy Support Vector Machine for bankruptcy prediction , 2011, Appl. Soft Comput..

[11]  Qi Wu,et al.  A hybrid-forecasting model based on Gaussian support vector machine and chaotic particle swarm optimization , 2010, Expert Syst. Appl..