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An Application of SVM on Stakeholders? Influence of Capital Allocation in Commercial Banks
May 23-May 25
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/ISIP.2008.202008 International Symposiums on Info ...
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Haiqing Hu, Dan Zhang, Duo Huang, "An Application of SVM on Stakeholders? Influence of Capital Allocation in Commercial Banks," International Symposiums on Information Processing, pp. 407-411, 2008 International Symposiums on Information Processing, 2008.
 
 
BibTex
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@article{ 10.1109/ISIP.2008.20,
author = {Haiqing Hu and Dan Zhang and Duo Huang},
title = {An Application of SVM on Stakeholders? Influence of Capital Allocation in Commercial Banks},
journal ={International Symposiums on Information Processing},
volume = {0},
year = {2008},
isbn = {978-0-7695-3151-9},
pages = {407-411},
doi = {http://doi.ieeecomputersociety.org/10.1109/ISIP.2008.20},
publisher = {IEEE Computer Society},
address = {Los Alamitos, CA, USA},
}
 
 
RefWorks Procite/RefMan/Endnote
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TY - CONF
JO - International Symposiums on Information Processing
TI - An Application of SVM on Stakeholders? Influence of Capital Allocation in Commercial Banks
SN - 978-0-7695-3151-9
SP407
EP411
A1 - Haiqing Hu,
A1 - Dan Zhang,
A1 - Duo Huang,
PY - 2008
KW - Joint-stock banks
KW - Stakeholders
KW - Capital Allocation
KW - Support Vector Machine
VL - 0
JA - International Symposiums on Information Processing
ER -
 
In this paper, by using support vector machine (SVM) regression, the simulation model of the influences of stakeholders on capital management in commercial banks is established. The results are tested by utilizing the samples of Chinese joint-stock commercial banks during the period of 1999-2006 and compared with results of PLS regression and BP neural network. The result is gotten that the forecasting precision of SVM is superior to that of PLS regression and BP neural network when the parameters are selected appropriately. Also, it is found that the forecasting precision of various methods in coverage ratio of capital is better than in Meva due to the influence of listing during 1999-2005. The validity of the model is verified.
Index Terms:
Joint-stock banks, Stakeholders, Capital Allocation, Support Vector Machine
Citation:
Haiqing Hu, Dan Zhang, Duo Huang, "An Application of SVM on Stakeholders? Influence of Capital Allocation in Commercial Banks," isip, pp.407-411, 2008 International Symposiums on Information Processing, 2008
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