Incorporating support vector machines with multiple criteria decision making for financial crisis analysis

Incorporating support vector machines with multiple criteria decision making for financial crisis... Feature selection is an essential pre-processing technique in data mining that eliminates redundant or unrepresentative attributes and improves the performance of classifiers. However, a classifier with different feature selection approaches results in diverse outcomes. Thus, determining how to integrate feature selection methods and yield an appropriate feature set is an issue worth further study. Based on ensemble learning, this investigation develops a SVMMCDM (support vector machines with multiple criteria decision making) model that employs various feature selection techniques as data preprocessing schemes and then uses SVM for financial crisis prediction. The study uses MCDM to determine the most suitable feature selection mechanism when many performance criteria are considered. After the feature selection mechanism has been determined, the study decomposes the SVM to obtain support vectors and predicted labels which are then fed into a decision tree to generate rules. The numerical results for the ex-ante and ex-post periods relative to the financial tsunami show that the proposed SVMMCDM model is an effective way to predict a financial crisis and can provide useful rules for decision makers. Quality & Quantity Springer Journals

Incorporating support vector machines with multiple criteria decision making for financial crisis analysis

Loading next page...
Springer Netherlands
Copyright © 2012 by Springer Science+Business Media B.V.
Social Sciences, general; Methodology of the Social Sciences; Social Sciences, general
Publisher site
See Article on Publisher Site


You’re reading a free preview. Subscribe to read the entire article.

DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 12 million articles from more than
10,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Unlimited reading

Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere.

Stay up to date

Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates.

Organize your research

It’s easy to organize your research with our built-in tools.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

Monthly Plan

  • Read unlimited articles
  • Personalized recommendations
  • No expiration
  • Print 20 pages per month
  • 20% off on PDF purchases
  • Organize your research
  • Get updates on your journals and topic searches


Start Free Trial

14-day Free Trial

Best Deal — 39% off

Annual Plan

  • All the features of the Professional Plan, but for 39% off!
  • Billed annually
  • No expiration
  • For the normal price of 10 articles elsewhere, you get one full year of unlimited access to articles.



billed annually
Start Free Trial

14-day Free Trial